Some inequalities for information divergence and Related measures of discrimination

被引:167
作者
Topsoe, F [1 ]
机构
[1] Univ Copenhagen, Dept Math, DK-2100 Copenhagen, Denmark
关键词
capacitory discrimination; Hellinger distance; information divergence; Pinsker's inequality; triangular discrimination;
D O I
10.1109/18.850703
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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 divergences aod, in particular, the Hellinger distance.
引用
收藏
页码:1602 / 1609
页数:8
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