On Some Optimization Problems for the Rényi Divergence
- Authors: Prelov V.V.1
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Affiliations:
- Kharkevich Institute for Information Transmission Problems
- Issue: Vol 54, No 3 (2018)
- Pages: 229-244
- Section: Information Theory
- URL: https://journal-vniispk.ru/0032-9460/article/view/166521
- DOI: https://doi.org/10.1134/S003294601803002X
- ID: 166521
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Abstract
We consider the problem of determining the maximum and minimum of the Rényi divergence Dλ(P||Q) and Dλ(Q||P) for two probability distribution P and Q of discrete random variables X and Y provided that the probability distribution P and the parameter α of α-coupling between X and Y are fixed, i.e., provided that Pr{X = Y } = α.
About the authors
V. V. Prelov
Kharkevich Institute for Information Transmission Problems
Author for correspondence.
Email: prelov@iitp.ru
Russian Federation, Moscow
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