On Reverse Pinsker Inequalities
March 24, 2015 Β· Declared Dead Β· π arXiv.org
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Authors
Igal Sason
arXiv ID
1503.07118
Category
cs.IT: Information Theory
Cross-listed
math.PR
Citations
49
Venue
arXiv.org
Last Checked
5 months ago
Abstract
New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by VerdΓΊ for general probability measures. A second bound improves the tightness of an inequality by CsiszΓ‘r and Talata for arbitrary probability measures that are defined on a common finite set. The latter result is further extended, for probability measures on a finite set, leading to an upper bound on the RΓ©nyi divergence of an arbitrary non-negative order (including $\infty$) as a function of the total variation distance. Another lower bound by VerdΓΊ on the total variation distance, expressed in terms of the distribution of the relative information, is tightened and it is attained under some conditions. The effect of these improvements is exemplified.
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