On Some Optimization Problems for the Rényi Divergence
- Autores: Prelov V.V.1
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Afiliações:
- Kharkevich Institute for Information Transmission Problems
- Edição: Volume 54, Nº 3 (2018)
- Páginas: 229-244
- Seção: 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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Resumo
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.
Sobre autores
V. Prelov
Kharkevich Institute for Information Transmission Problems
Autor responsável pela correspondência
Email: prelov@iitp.ru
Rússia, Moscow
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