Some inequalities for information divergence and related measuresof discrimination
Topsoe, F.
Dept. of Math., Copenhagen Univ.;
This paper appears in: Information Theory, IEEE Transactions on
Publication Date: Jul 2000
Volume: 46,
Issue: 4
On page(s): 1602-1609
ISSN: 0018-9448
References Cited: 42
CODEN: IETTAW
INSPEC Accession Number: 6660240
Digital Object Identifier: 10.1109/18.850703
Current Version Published: 2002-08-06
Abstract
Inequalities which connect information divergence with other
measures of discrimination or distance between probability distributions
are used in information theory and its applications to mathematical
statistics, ergodic theory, and other scientific fields. We suggest new
inequalities of this type, often based on underlying identities. As a
consequence, we obtain certain improvements of the well-known Pinsker
inequality. Our study depends on two measures of discrimination, called
capacitory discrimination and triangular discrimination. The discussion
contains references to related research and comparison with other
measures of discrimination, e.g., Ali-Silvey-Csiszar (1996, 1966)
divergences and, in particular, the Hellinger distance
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