A Note on Reverse Pinsker Inequalities
Information Theory
2019-02-05 v2 math.IT
Abstract
A simple method is shown to provide optimal variational bounds on -divergences with possible constraints on relative information extremums. Known results are refined or proved to be optimal as particular cases.
Cite
@article{arxiv.1805.05135,
title = {A Note on Reverse Pinsker Inequalities},
author = {Olivier Binette},
journal= {arXiv preprint arXiv:1805.05135},
year = {2019}
}
Comments
To appear in the IEEE Transactions on Information Theory