Timeline for KL Divergence - Convolution of distributions
Current License: CC BY-SA 3.0
13 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 6, 2018 at 19:09 | comment | added | Thomas Steinke | @Cauchy I have a similar question, but in my case everything is independent. Do you know an answer for the independent case? | |
| Oct 4, 2018 at 15:29 | comment | added | Cauchy | @SudeepRaja, not really. For dependent random variables the problem seems to be hard | |
| Oct 2, 2018 at 5:48 | comment | added | good bandit | Cauchy, did you find the answer to this question? I'm working on a proof whose most important step needs a tighter inequality. | |
| Oct 18, 2017 at 23:39 | comment | added | Cauchy | Yes it is, I am looking for specific upper bounds of the ratio of the KL divergences. Notice that is not always true for $f$ divergences and continuous random variables. Here are 2 papers related to this topic: arxiv.org/pdf/1411.3575.pdf arxiv.org/pdf/1508.06025.pdf. | |
| Oct 18, 2017 at 13:03 | comment | added | Ant | Isn't this essentially the data processing inequality? | |
| Jun 18, 2017 at 7:59 | comment | added | Cauchy | sorry I didn't know that | |
| Jun 18, 2017 at 7:24 | comment | added | S. Carnahan♦ | Since this is a duplicate of math.stackexchange.com/questions/2326512/… you should at least mention that you are asking in more than one place, to prevent unnecessary duplication of effort. That is a basic curtesy to people who are working for free. | |
| Jun 18, 2017 at 5:17 | comment | added | Cauchy | it looks like it is a strict inequality ($P_1 \neq P_2 $), however, I was wondering if $P_3$ could participate to the right part. | |
| Jun 18, 2017 at 1:48 | comment | added | Igor Rivin | Where does this question come from? | |
| Jun 18, 2017 at 1:41 | history | edited | Cauchy | CC BY-SA 3.0 |
added 24 characters in body
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| Jun 18, 2017 at 1:31 | history | edited | user44143 | CC BY-SA 3.0 |
added reference
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| Jun 18, 2017 at 1:24 | review | First posts | |||
| Jun 18, 2017 at 7:10 | |||||
| Jun 18, 2017 at 1:23 | history | asked | Cauchy | CC BY-SA 3.0 |