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Information Theory
Remarks on reverse Pinsker inequalities
X. Y. Guia, Y. C. Huangbc a School of Transportation Engineering, East China Jiaotong University,
Nanchang, Jiangxi Province, People’s Republic of China
b Institut Galilée, LAGA, CNRS (UMR 7539), Université Sorbonne Paris Nord, Villetaneuse, France
c School of Mathematical Sciences, Nanjing Normal University,
Nanjing, People’s Republic of China
Abstract:
In this note we propose a simplified approach to recent reverse Pinsker inequalities
due to O. Binette. More precisely, we give direct proofs of optimal variational bounds on $f$-divergence with possible constraints on relative information extrema. Our arguments are closer
in spirit to those of Sason and Verdú.
Keywords:
Kullback–Leibler divergence, total variation, reverse Pinsker inequalities, $f$-divergence, convexity, sharp inequalities, extremizer.
Received: 24.06.2022 Revised: 23.09.2022 Accepted: 24.09.2022
Citation:
X. Y. Gui, Y. C. Huang, “Remarks on reverse Pinsker inequalities”, Probl. Peredachi Inf., 58:4 (2022), 3–5; Problems Inform. Transmission, 58:4 (2022), 297–299
Linking options:
https://www.mathnet.ru/eng/ppi2379 https://www.mathnet.ru/eng/ppi/v58/i4/p3
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