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This paper develops systematic approaches to obtain $f$-divergence inequalities, dealing with pairs of probability measures defined on arbitrary alphabets. Functional domination is one such approach, where special emphasis is placed on…

Information Theory · Computer Science 2016-12-06 Igal Sason , Sergio Verdú

New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by Verd\'{u} for general probability measures. A second bound improves the tightness of an inequality by…

Information Theory · Computer Science 2015-04-14 Igal Sason

Pinsker's inequality sets a lower bound on the Umegaki divergence of two quantum states in terms of their trace distance. In this work, we formulate corresponding estimates for a variety of quantum and classical divergences including…

Quantum Physics · Physics 2026-01-16 Kläre Wienecke , Gereon Koßmann , René Schwonnek

A new sharp inequality featuring the differential R\'enyi entropy, the R\'enyi divergence and the R\'enyi cross-entropy of a pair of probability density functions is established. The equality is reached when one of the probability density…

Information Theory · Computer Science 2026-03-10 Razvan Gabriel Iagar , David Puertas-Centeno

We provide optimal lower and upper bounds for the augmented Kullback-Leibler divergence in terms of the augmented total variation distance between two probability measures defined on two Euclidean spaces having different dimensions. We call…

Statistics Theory · Mathematics 2022-11-03 Michele Caprio

Brascamp--Lieb-type, weighted Poincar\'{e}-type and related analytic inequalities are studied for multidimensional Cauchy distributions and more general $\kappa$-concave probability measures (in the hierarchy of convex measures). In analogy…

Probability · Mathematics 2009-06-10 Sergey G. Bobkov , Michel Ledoux

Pinsker's widely used inequality upper-bounds the total variation distance $||P-Q||_1$ in terms of the Kullback-Leibler divergence $D(P||Q)$. Although in general a bound in the reverse direction is impossible, in many applications the…

Information Theory · Computer Science 2014-02-21 Daniel Berend , Peter Harremoës , Aryeh Kontorovich

In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for…

Probability · Mathematics 2012-03-05 Nathael Gozlan

This paper extends the asymmetric Kullback-Leibler divergence and symmetric Jensen-Shannon divergence from two probability measures to the case of two sets of probability measures. We establish some fundamental properties of these…

Probability · Mathematics 2025-10-31 Xinpeng Li , Miao Yu

Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…

Information Theory · Computer Science 2015-06-23 Salimeh Yasaei Sekeh , Adriano Polpo

In this paper the author analyses the weighted Renyi entropy in order to derive several inequalities in weighted case. Furthermore, using the proposed notions $\alpha$-th generalized derivation and ($\alpha$; p)-th weighted Fisher…

Information Theory · Computer Science 2015-10-16 Salimeh Yasaei Sekeh

We establish quantitative comparisons between classical distances for probability distributions belonging to the class of convex probability measures. Distances include total variation distance, Wasserstein distance, Kullback-Leibler…

Probability · Mathematics 2021-12-17 Arnaud Marsiglietti , Puja Pandey

We define a class of divergences to measure differences between probability density functions in one-dimensional sample space. The construction is based on the convex function with the Jacobi operator of mapping function that pushforwards…

Statistics Theory · Mathematics 2025-04-24 Wuchen Li

We propose an extension of the classical R\'enyi divergences to quantum states through an optimization over probability distributions induced by restricted sets of measurements. In particular, we define the notion of locally-measured…

Quantum Physics · Physics 2025-10-10 Tobias Rippchen , Sreejith Sreekumar , Mario Berta

This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2020-11-18 Yixiang Mao

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

Functional Analysis · Mathematics 2010-11-11 Emanuel Milman

This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…

Probability · Mathematics 2014-07-04 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

In this paper, we investigate the partition inequality, joint convexity, and Pinsker's inequality, for a divergence that generalizes the Tsallis Relative Entropy and Kullback-Leibler divergence. The generalized divergence is defined in…

Information Theory · Computer Science 2020-04-27 Rui F. Vigelis , Luiza H. F. de Andrade , Charles C. Cavalcante

One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely…

Probability · Mathematics 2018-11-28 Davar Khoshnevisan , Andrey Sarantsev

A natural link between the notions of majorization and strongly Sperner posets is elucidated. It is then used to obtain a variety of consequences, including new R\'enyi entropy inequalities for sums of independent, integer-valued random…

Combinatorics · Mathematics 2020-02-07 Mokshay Madiman , Liyao Wang , Jae Oh Woo
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