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Problemy Peredachi Informatsii, 2020, Volume 56, Issue 1, Pages 3–14
DOI: https://doi.org/10.31857/S0555292320010015
(Mi ppi2307)
 

This article is cited in 5 scientific papers (total in 5 papers)

Information Theory

On the maximum values of $f$-divergence and Rényi divergence under a given variational distance

V. V. Prelov

Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (175 kB) Citations (5)
References:
Abstract: We consider the problem of finding maximum values of $f$-divergences $D_f(P \parallel Q)$ of discrete probability distributions $P$ and $Q$ with values on a finite set under the condition that the variation distance $V(P, Q)$ between them and one of the distributions $P$ or $Q$ are given. We obtain exact expressions for such maxima of $f$-divergences, which in a number of cases allow to obtain both explicit formulas and upper bounds for them. As a consequence, we obtain explicit expressions for the maxima of $f$-divergences $D_f(P \parallel Q)$ given that, besides $V(P, Q)$, we only know the value of the maximum component of either $P$ or $Q$. Analogous results are also obtained for the Rényi divergence.
Keywords: $f$-divergence, Rényi divergence, variation distance, discrete probability distributions.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00364
The research was supported in part by the Russian Foundation for Basic Research, project no. 19-01-00364.
Received: 28.01.2020
Revised: 28.01.2020
Accepted: 05.02.2020
English version:
Problems of Information Transmission, 2020, Volume 56, Issue 1, Pages 1–12
DOI: https://doi.org/10.1134/S0032946020010019
Bibliographic databases:
Document Type: Article
UDC: 621.391.1 : 519.72
Language: Russian
Citation: V. V. Prelov, “On the maximum values of $f$-divergence and Rényi divergence under a given variational distance”, Probl. Peredachi Inf., 56:1 (2020), 3–14; Problems Inform. Transmission, 56:1 (2020), 1–12
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/ppi/v56/i1/p3
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Проблемы передачи информации Problems of Information Transmission
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