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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

4 votes

Bounding Entropy in terms of KL-Divergence

I interpret the question as asking for an upper bound on $d(H(X),H(Y))$ that merely depends on $\alpha$ (or on $KL(X||Y)$), but which does not depend on other quantities like $H(X)$ or $g$. Such an u …
David Reeb's user avatar