Bounds on f-Divergences between Distributions within Generalized Quasi-$\varepsilon$-Neighborhood
Abstract
This work establishes computable bounds between f-divergences for probability measures within a generalized quasi--neighborhood framework. We make the following key contributions. (1) a unified characterization of local distributional proximity beyond structural constraints is provided, which encompasses discrete/continuous cases through parametric flexibility. (2) First-order differentiable -divergence classification with Taylor-based inequalities is established, which generalizes -divergence results to broader function classes. (3) We provide tighter reverse Pinsker's inequalities than existing ones, bridging asymptotic analysis and computable bounds. The proposed framework demonstrates particular efficacy in goodness-of-fit test asymptotics while maintaining computational tractability.
Keywords
Cite
@article{arxiv.2406.00939,
title = {Bounds on f-Divergences between Distributions within Generalized Quasi-$\varepsilon$-Neighborhood},
author = {Xinchun Yu and Shuangqing Wei and Xiao-Ping Zhang},
journal= {arXiv preprint arXiv:2406.00939},
year = {2025}
}