On f-Divergences: Integral Representations, Local Behavior, and Inequalities

By Igal Sason. 2018

52 citations recorded by the source corpus.

This paper is focused on f-divergences, consisting of three main contributions. The first one introduces integral representations of a general f-divergence by means of the relative information spectrum. The second part provides a new approach for the derivation of f-divergence inequalities, and it exemplifies their utility in the setup of Bayesian binary hypothesis testing. The last part of this paper further studies the local behavior of f-divergences.

Subfields: Computer Networks and Communications, Electrical and Electronic Engineering, Statistical and Nonlinear Physics, Information Theory

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