Joint Range of f-divergences
Information Theory
2010-05-28 v3 math.IT
Statistics Theory
Statistics Theory
Abstract
We provide a general method for evaluation of the joint range of f-divergences for two different functions f. Via topological arguments we prove that the joint range for general distributions equals the convex hull of the joint range achieved by the distributions on a two-element set. The joint range technique provides important inequalities between different f-divergences with various applications in information theory and statistics.
Cite
@article{arxiv.1001.4432,
title = {Joint Range of f-divergences},
author = {Peter Harremoës and Igor Vajda},
journal= {arXiv preprint arXiv:1001.4432},
year = {2010}
}
Comments
Accepted for presentation at ISIT 2010