An involution inequality for the kullback-leibler divergence
Document Type
Article
Publication Date
2017
Department
Department of Mathematical Sciences
Abstract
Let Rt := t P+(1-t)P, where t Ε (0,1) , P is a probability measure, and P is the push-forward image of Pnder a measurable involution. An inequality involving the Kullback-Leibler divergence of Rt from P is given. It is shown that the role of the involution is essential.
Publication Title
Mathematical Inequalities and Applications
Recommended Citation
Pinelis, I.
(2017).
An involution inequality for the kullback-leibler divergence.
Mathematical Inequalities and Applications,
20(1), 233-235.
http://doi.org/10.7153/mia-20-17
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/3266
