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Seeking strong bounds on KL-divergence and martingales for a hypothesis-testing inequality

Let's say we have a finite set $\mathcal{O}$ of observations, and let $\mathcal{C}(\Delta\mathcal{O})$ denote the space of closed convex sets of probability distributions. We have two hypotheses which ...
Alex Appel's user avatar
3 votes
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Maximization of a total variation distance subject to another total variation distance in Markov chain

Suppose two dependent random variables $X$ and $V$ from finite alphabets $\mathcal{V}$ and $\mathcal{X}$ with known joint and marginal distributions are given. Let $P_{XV}$ and $P_X$ and $P_V$ are the ...
math-Student's user avatar
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Upper bound on expectation of a convolution

Given probability densities $f, g\in L^p(\mathbb{R}^3), \ \forall p\geq 1$, with the same first and second moments \begin{align} & \int_{\mathbb{R}^3} v f(v)\,dv = \int_{\mathbb{R}^3} v g(v)\,dv, \...
Vasily Ilin's user avatar