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

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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… Click to show full 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.

Keywords: behavior inequalities; divergences integral; integral representations; local behavior; representations local

Journal Title: Entropy
Year Published: 2018

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