Pinsker不等式的分布相关的改进

International Symposium onInformation Theory, 2004. ISIT 2004. Proceedings. Pub Date : 2004-06-27 DOI:10.1109/ISIT.2004.1365068

E. Ordentlich, M. Weinberger

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引用次数: 3

摘要

给定两个概率分布Q和P，令/spl par/Q-P/spl par//sub 1/和D(Q/spl par//sub 1/)分别表示Q和P之间的L/sub 1/距离和散度。我们推导出了形式为D(Q/spl par/P)/spl ges//spl phi/(P)/spl par/Q-P/spl par//sub 1//sup 2/的Pinsker不等式的细化，并表征了最佳P依赖因子/spl phi/(P)。

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A distribution dependent refinement of Pinsker's inequality

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).

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来源期刊

International Symposium onInformation Theory, 2004. ISIT 2004. Proceedings.

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