On the Equivalence of Statistical Distances for Isotropic Convex Measures

Arnaud Marsiglietti; Puja Pandey

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arXiv · 2112.09009

On the Equivalence of Statistical Distances for Isotropic Convex Measures

Arnaud Marsiglietti·Puja Pandey

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Abstract

We establish quantitative comparisons between classical distances for probability distributions belonging to the class of convex probability measures. Distances include total variation distance, Wasserstein distance, Kullback-Leibler distance and more general R\'enyi divergences. This extends a result of Meckes and Meckes (2014).

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Arnaud Marsiglietti, Puja Pandey. 2021-12-16. On the Equivalence of Statistical Distances for Isotropic Convex Measures. https://arxiv.org/abs/2112.09009

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