Simulation of Random Variables Under Rényi Divergence Measures of All Orders
نویسندگان
چکیده
منابع مشابه
Wyner's Common Information under Rényi Divergence Measures
We study a generalized version of Wyner’s common information problem (also coined the distributed sources simulation problem). The original common information problem consists in understanding the minimum rate of the common input to independent processors to generate an approximation of a joint distribution when the distance measure used to quantify the discrepancy between the synthesized and t...
متن کاملRényi divergence measures for commonly used univariate continuous distributions
Probabilistic ‘distances’ (also called divergences), which in some sense assess how ‘close’ two probability distributions are from one another, have been widely employed in probability, statistics, information theory, and related fields. Of particular importance due to their generality and applicability are the Rényi divergence measures. This paper presents closed-form expressions for the Rényi...
متن کاملRényi Divergence Variational Inference
This paper introduces the variational Rényi bound (VR) that extends traditional variational inference to Rényi’s α-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth interpolation from the evidence lower-bound to the log (marginal) likelihood that is controlled by the value of α that parametrises the divergence. The reparameterizati...
متن کاملRényi divergence and majorization
Rényi divergence is related to Rényi entropy much like information divergence (also called Kullback-Leibler divergence or relative entropy) is related to Shannon’s entropy, and comes up in many settings. It was introduced by Rényi as a measure of information that satisfies almost the same axioms as information divergence. We review the most important properties of Rényi divergence, including it...
متن کاملRényi Divergence and Kullback-Leibler Divergence
Rényi divergence is related to Rényi entropy much like Kullback-Leibler divergence is related to Shannon’s entropy, and comes up in many settings. It was introduced by Rényi as a measure of information that satisfies almost the same axioms as Kullback-Leibler divergence, and depends on a parameter that is called its order. In particular, the Rényi divergence of order 1 equals the Kullback-Leibl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2019
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2019.2891363