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Entropy 2018, 20(5), 383; https://doi.org/10.3390/e20050383

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

Department of Electrical Engineering, Technion-Israel Institute of Technology, Haifa 3200003, Israel
Received: 15 April 2018 / Revised: 7 May 2018 / Accepted: 15 May 2018 / Published: 19 May 2018
(This article belongs to the Special Issue Entropy and Information Inequalities)
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Abstract

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. View Full-Text
Keywords: DeGroot statistical information; f-divergences; local behavior; relative information spectrum; Rényi divergence DeGroot statistical information; f-divergences; local behavior; relative information spectrum; Rényi divergence
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Sason, I. On f-Divergences: Integral Representations, Local Behavior, and Inequalities. Entropy 2018, 20, 383.

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