Refinement's of Pinsker's inequality

被引:101
作者
Fedotov, AA [1 ]
Harremoës, P
Topsoe, F
机构
[1] Inst Computat Technol, Dept Informat Technol, Novosibirsk 90, Russia
[2] Univ Copenhagen, Dept Math, DK-2100 Copenhagen, Denmark
关键词
divergence; information diagram; Pinsker's inequality; total variation; Vajda's tight lower bound;
D O I
10.1109/TIT.2003.811927
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Let V and D denote, respectively, total variation and divergence. We study lower bounds of D with V fixed. The theoretically best (i.e, largest) lower bound determines a function L = L(V), Vajda's tight lower bound, cf. Vajda, [1]. The main result is an exact parametrization of L. This leads to Taylor polynomials which are lower bounds for L, and thereby to extensions of the classical Pinsker inequality which has numerous applications, cf. Pinsker [2] and followers.
引用
收藏
页码:1491 / 1498
页数:8
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