论文标题

关于KL和电视之间不平等的简短说明

A short note on an inequality between KL and TV

论文作者

Canonne, Clément L.

论文摘要

简短说明的目的是讨论Kullback-Leibler Divergence与总变化距离之间的关系,从著名的Pinsker的不平等问题开始,然后再转变为简单,(可以说)更有用的不平等,显然是由于Bretagnolle和Huber而言,显然不是很有用的不平等。我们还讨论了该界限用于最小值测试下限的应用。

The goal of this short note is to discuss the relation between Kullback--Leibler divergence and total variation distance, starting with the celebrated Pinsker's inequality relating the two, before switching to a simple, yet (arguably) more useful inequality, apparently not as well known, due to Bretagnolle and Huber. We also discuss applications of this bound for minimax testing lower bounds.

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