On $f$-Divergences: Integral Representations, Local Behavior, and Inequalities
Information Theory
2018-07-04 v3 math.IT
Probability
Abstract
This paper is focused on -divergences, consisting of three main contributions. The first one introduces integral representations of a general -divergence by means of the relative information spectrum. The second part provides a new approach for the derivation of -divergence inequalities, and it exemplifies their utility in the setup of Bayesian binary hypothesis testing. The last part of this paper further studies the local behavior of -divergences.
Cite
@article{arxiv.1804.06334,
title = {On $f$-Divergences: Integral Representations, Local Behavior, and Inequalities},
author = {Igal Sason},
journal= {arXiv preprint arXiv:1804.06334},
year = {2018}
}
Comments
Final edits before publication. To appear in the Entropy journal, special issue on Entropy and Information Inequalities, May 2018