All Questions
Tagged with inequalities it.information-theory
5 questions
17
votes
4
answers
2k
views
Geometric interpretations of the exponential of entropy
Question:
Might there be a natural geometric interpretation of the exponential of entropy in Classical and Quantum Information theory? This question occurred to me recently via a geometric inequality ...
37
votes
3
answers
3k
views
An entropy inequality
Let $X,Y$ be probability measures on $\{1,2,\dots,n\}$, and set $K=\sum_i\sqrt{X(i)Y(i)}$ so that $Z:=\frac{1}{K}\sqrt{XY}$ is also a probability measure on $\{1,2,\dots,n\}$. How can we prove the ...
18
votes
3
answers
3k
views
Entropy and total variation distance
Let $X$, $Y$ be discrete random variables taking values within the same set of $N$ elements. Let the total variation distance $|P-Q|$ (which is half the $L_1$ distance between the distributions of $P$ ...
5
votes
4
answers
4k
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Is there an inequality relation between KL-divergence and $L_2$ norm?
According to the Pinsker inequality, we have the following inequality:
\begin{equation}
\delta_{TV} (p, q)^2 \leq \frac{1}{2} D_{KL}(p,q),
\end{equation}
where $\delta_{TV} (\cdot, \cdot)$ and $D_{KL}...
3
votes
0
answers
494
views
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 ...