On the Rényi divergence and the joint range of relative entropies

نویسنده

  • Igal Sason
چکیده

This paper starts with a study of the minimum of the Rényi divergence subject to a fixed (or minimal) value of the total variation distance. Relying on the solution of this minimization problem, we determine the exact region of the points ( D(Q||P1), D(Q||P2) ) where P1 and P2 are any probability distributions whose total variation distance is not below a fixed value, and the probability distribution Q is arbitrary (none of these three distributions is assumed to be fixed). It is further shown that all the points of this convex region are attained by a triple of 2-element probability distributions. As a byproduct of this characterization, we provide a geometric interpretation of the minimal Chernoff information subject to a minimal total variation distance.

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تاریخ انتشار 2015