English

Linear Bounds between Contraction Coefficients for $f$-Divergences

Information Theory 2018-07-17 v4 math.IT Probability Statistics Theory Statistics Theory

Abstract

Data processing inequalities for ff-divergences can be sharpened using constants called "contraction coefficients" to produce strong data processing inequalities. For any discrete source-channel pair, the contraction coefficients for ff-divergences are lower bounded by the contraction coefficient for χ2\chi^2-divergence. In this paper, we elucidate that this lower bound can be achieved by driving the input ff-divergences of the contraction coefficients to zero. Then, we establish a linear upper bound on the contraction coefficients for a certain class of ff-divergences using the contraction coefficient for χ2\chi^2-divergence, and refine this upper bound for the salient special case of Kullback-Leibler (KL) divergence. Furthermore, we present an alternative proof of the fact that the contraction coefficients for KL and χ2\chi^2-divergences are equal for a Gaussian source with an additive Gaussian noise channel (where the former coefficient can be power constrained). Finally, we generalize the well-known result that contraction coefficients of channels (after extremizing over all possible sources) for all ff-divergences with non-linear operator convex ff are equal. In particular, we prove that the so called "less noisy" preorder over channels can be equivalently characterized by any non-linear operator convex ff-divergence.

Keywords

Cite

@article{arxiv.1510.01844,
  title  = {Linear Bounds between Contraction Coefficients for $f$-Divergences},
  author = {Anuran Makur and Lizhong Zheng},
  journal= {arXiv preprint arXiv:1510.01844},
  year   = {2018}
}

Comments

Part of this work has been published in the 53rd Annual Allerton Conference on Communication, Control, and Computing, 2015. This version includes an overview of contraction coefficients as well as some new results

R2 v1 2026-06-22T11:14:34.304Z