Divergence for s -concave and log concave functions
نویسندگان
چکیده
منابع مشابه
Divergence for s-concave and log concave functions
We prove new entropy inequalities for log concave and s-concave functions that strengthen and generalize recently established reverse log Sobolev and Poincaré inequalities for such functions. This leads naturally to the concept of f -divergence and, in particular, relative entropy for s-concave and log concave functions. We establish their basic properties, among them the affine invariant valua...
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Mixed f -divergences, a concept from information theory and statistics, measure the difference between multiple pairs of distributions. We introduce them for log concave functions and establish some of their properties. Among them are affine invariant vector entropy inequalities, like new Alexandrov-Fenchel type inequalities and an affine isoperimetric inequality for the vector form of the Kull...
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R d is log-concave if p = e where φ :Rd → [−∞,∞) is concave. We denote the class of all such densities p on R by Pd,0. Log-concave densities are always unimodal and have convex level sets. Furthermore, log-concavity is preserved under marginalization and convolution. Thus, the classes of log-concave densities can be viewed as natural nonparametric extensions of the class of Gaussian densities. ...
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ژورنال
عنوان ژورنال: Advances in Mathematics
سال: 2014
ISSN: 0001-8708
DOI: 10.1016/j.aim.2014.02.013