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On the Maximum Values of f -Divergence and Rényi Divergence under a Given Variational Distance
Problems of Information Transmission ( IF 1.2 ) Pub Date : 2020-04-16 , DOI: 10.1134/s0032946020010019 V. V. Prelov
Problems of Information Transmission ( IF 1.2 ) Pub Date : 2020-04-16 , DOI: 10.1134/s0032946020010019 V. V. Prelov
We consider the problem of finding maximum values of f-divergences Df(P ∥ Q) of discrete probability distributions P and Q with values on a finite set under the condition that the variation distance V(P, Q) between them and one of the distributions P or Q are given. We obtain exact expressions for such maxima of f-divergences, which in a number of cases allow to obtain both explicit formulas and upper bounds for them. As a consequence, we obtain explicit expressions for the maxima of f-divergences Df (P ∥ Q) given that, besides V(P, Q), we only know the value of the maximum component of either P or Q. Analogous results are also obtained for the Rényi divergence.
中文翻译:
给定变分距离下f-散度和Rényi发散的最大值
我们考虑寻找的最大值的问题˚F -divergences d ˚F(P离散概率分布的∥Q)P和Q与条件下的有限集合的值,该偏差距离V(P,Q他们中的一个之间)分布P或Q中给出。我们获得了此类f散度最大值的精确表达式,在许多情况下,这些表达式允许获得其明确的公式和上限。结果,我们获得了f-散度D f(P ∥ Q因为,除了)V(P,Q),我们只知道无论是中最大成分的值P或Q。Rényi散度也获得了类似的结果。
更新日期:2020-04-16
中文翻译:
给定变分距离下f-散度和Rényi发散的最大值
我们考虑寻找的最大值的问题˚F -divergences d ˚F(P离散概率分布的∥Q)P和Q与条件下的有限集合的值,该偏差距离V(P,Q他们中的一个之间)分布P或Q中给出。我们获得了此类f散度最大值的精确表达式,在许多情况下,这些表达式允许获得其明确的公式和上限。结果,我们获得了f-散度D f(P ∥ Q因为,除了)V(P,Q),我们只知道无论是中最大成分的值P或Q。Rényi散度也获得了类似的结果。