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On Relations Between the Relative entropy and $chi^2$-Divergence, Generalizations and Applications

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 نشر من قبل Igal Sason
 تاريخ النشر 2020
  مجال البحث الهندسة المعلوماتية
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The relative entropy and chi-squared divergence are fundamental divergence measures in information theory and statistics. This paper is focused on a study of integral relations between the two divergences, the implications of these relations, their information-theoretic applications, and some generalizations pertaining to the rich class of $f$-divergences. Applications that are studied in this paper refer to lossless compression, the method of types and large deviations, strong~data-processing inequalities, bounds on contraction coefficients and maximal correlation, and the convergence rate to stationarity of a type of discrete-time Markov chains.



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