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arXiv · 1909.06597

Sup-sums principles for F-divergence, Kullback--Leibler divergence, and new definition for t-entropy

V. I. Bakhtin·A. V. Lebedev
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Abstract

The article presents new sup-sums principles for integral F-divergence for arbitrary convex function F and arbitrary (not necessarily positive and absolutely continuous) measures. As applications of these results we derive the corresponding sup-sums principle for Kullback--Leibler divergence and work out new `integral' definition for t-entropy explicitly establishing its relation to Kullback--Leibler divergence.

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V. I. Bakhtin, A. V. Lebedev. 2019-09-14. Sup-sums principles for F-divergence, Kullback--Leibler divergence, and new definition for t-entropy. https://arxiv.org/abs/1909.06597

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