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A distribution dependent refinement of Pinsker's inequality | IEEE Conference Publication | IEEE Xplore

A distribution dependent refinement of Pinsker's inequality


Abstract:

Given two probability distributions Q and P, let /spl par/Q-P/spl par//sub 1/ and D(Q/spl par/P), respectively, denote the L/sub 1/ distance and divergence between Q and ...Show More

Abstract:

Given two probability distributions Q and P, let /spl par/Q-P/spl par//sub 1/ and D(Q/spl par/P), respectively, denote the L/sub 1/ distance and divergence between Q and P. We derive a refinement of Pinsker's inequality of the form D(Q/spl par/P)/spl ges//spl phi/(P)/spl par/Q-P/spl par//sub 1//sup 2/ and characterize the best P-dependent factor /spl phi/(P).
Date of Conference: 27 June 2004 - 02 July 2004
Date Added to IEEE Xplore: 10 January 2005
Print ISBN:0-7803-8280-3
Conference Location: Chicago, IL, USA

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