Tight Bounds for Symmetric Divergence Measures and a New Inequality Relating $f$-Divergences

Igal Sason

doi:10.1109/itw.2015.7133079

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arXiv · 1502.06428

Tight Bounds for Symmetric Divergence Measures and a New Inequality Relating $f$-Divergences

Igal Sason

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Abstract

Tight bounds for several symmetric divergence measures are introduced, given in terms of the total variation distance. Each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these bounds for lossless source coding is provided, refining and improving a certain bound by Csisz\'ar. A new inequality relating $f$-divergences is derived, and its use is exemplified. The last section of this conference paper is not included in the recent journal paper that was published in the February 2015 issue of the IEEE Trans. on Information Theory (see arXiv:1403.7164), as well as some new paragraphs throughout the paper which are linked to new references.

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Igal Sason. 2015-02-23. Tight Bounds for Symmetric Divergence Measures and a New Inequality Relating $f$-Divergences. https://doi.org/10.1109/itw.2015.7133079

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