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

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