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Bounds on f-Divergences between Distributions within Generalized Quasi-$\varepsilon$-Neighborhood

Information Theory 2025-08-12 v2 math.IT

Abstract

This work establishes computable bounds between f-divergences for probability measures within a generalized quasi-ε(M,m)\varepsilon_{(M,m)}-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 ff-divergence classification with Taylor-based inequalities is established, which generalizes χ2\chi^2-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}
}