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Problems of Information Transmission

, Volume 54, Issue 3, pp 229–244 | Cite as

On Some Optimization Problems for the Rényi Divergence

  • V. V. Prelov
Information Theory
  • 14 Downloads

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.

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References

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    Rényi, A., On Measures of Entropy and Information, Proc. 4th Berkeley Sympos. on Mathematical Statistics and Probability, Berkely, CA, USA, June 20–July 30, 1960, Neyman, J., Ed., Berkely: Univ. of California Press, 1961, vol. 1: Contributions to the Theory of Statistics, pp. 547–561.Google Scholar
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    van Erven, T. and Harremoës, P., Rényi Divergence and Kullback–Leibler Divergence, IEEE Trans. Inform. Theory, 2014, vol. 60, no. 7, pp. 3797–3820.MathSciNetCrossRefzbMATHGoogle Scholar
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    Aczél, J. and Daróczy, Z., On Measures of Information and Their Characterization, New York: Academic, 1975.zbMATHGoogle Scholar
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    Prelov, V.V., Coupling of Probability Distributions and an Extremal Problem for the Divergence, Probl. Peredachi Inf., 2015, vol. 51, no. 2, pp. 114–121 [Probl. Inf. Transm. (Engl. Transl.), 2015, vol. 51, no. 2, pp. 192–199].MathSciNetzbMATHGoogle Scholar

Copyright information

© Pleiades Publishing, Inc. 2018

Authors and Affiliations

  1. 1.Kharkevich Institute for Information Transmission ProblemsRussian Academy of SciencesMoscowRussia

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