4.5 Article

Refinement's of Pinsker's inequality

期刊

IEEE TRANSACTIONS ON INFORMATION THEORY
卷 49, 期 6, 页码 1491-1498

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IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TIT.2003.811927

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divergence; information diagram; Pinsker's inequality; total variation; Vajda's tight lower bound

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Let V and D denote, respectively, total variation and divergence. We study lower bounds of D with V fixed. The theoretically best (i.e, largest) lower bound determines a function L = L(V), Vajda's tight lower bound, cf. Vajda, [1]. The main result is an exact parametrization of L. This leads to Taylor polynomials which are lower bounds for L, and thereby to extensions of the classical Pinsker inequality which has numerous applications, cf. Pinsker [2] and followers.

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