Bounds for f-divergences under likelihood ratio constraints.
Autor: | Dragomir, Sorin, 1955- |
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Jazyk: | angličtina |
Předmět: | |
Druh dokumentu: | Non-fiction |
ISSN: | 0862-7940 |
Abstrakt: | Abstract: In this paper we establish an upper and a lower bound for the f-divergence of two discrete random variables under likelihood ratio constraints in terms of the Kullback-Leibler distance. Some particular cases for Hellinger and triangular discrimination, \chi^2-distance and Renyi's divergences, etc. are also considered. |
Databáze: | Katalog Knihovny AV ČR |
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