AN INVOLUTION INEQUALITY FOR THE KULLBACK-LEIBLER DIVERGENCE

被引：0
|
作者：
Pinelis, Iosif [1 ]
机构：
[1] Michigan Technol Univ, Dept Math Sci, Houghton, MI 49931 USA
来源：
MATHEMATICAL INEQUALITIES & APPLICATIONS | 2017年 / 20卷 / 01期
关键词：
Kullback-Leibler divergence; involution; reflection; inequalities; mixtures of distributions;
D O I：
10.7153/mia-20-17
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Let R-t := t P+(1-t)P-t, where t is an element of (0,1), P is a probability measure, and Pt is the push-forward image of P under a measurable involution.. An inequality involving the Kullback-Leibler divergence of R-t from P is given. It is shown that the role of the involution is essential.
引用
收藏
页码：233 / 235
页数：3
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