论文标题

关于相对熵与$χ^2 $ divergence之间的关系,概括和应用

On Relations Between the Relative entropy and $χ^2$-Divergence, Generalizations and Applications

论文作者

Nishiyama, Tomohiro, Sason, Igal

论文摘要

相对熵和卡方差异是信息理论和统计数据中的基本差异措施。本文的重点是研究两个差异之间的整体关系,这些关系的含义,它们的信息理论应用以及与$ f $ divergences的丰富类别有关的一些概括。本文研究的应用是指无损压缩,类型和较大的偏差方法,强大的数据处理不平等,收缩系数和最大相关性的界限以及与离散时间Markov链类型的平稳性的收敛率。

The relative entropy and chi-squared divergence are fundamental divergence measures in information theory and statistics. This paper is focused on a study of integral relations between the two divergences, the implications of these relations, their information-theoretic applications, and some generalizations pertaining to the rich class of $f$-divergences. Applications that are studied in this paper refer to lossless compression, the method of types and large deviations, strong~data-processing inequalities, bounds on contraction coefficients and maximal correlation, and the convergence rate to stationarity of a type of discrete-time Markov chains.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源