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On Relations Between Tight Bounds for Symmetric $f$-Divergences and Binary Divergences (2210.09571v2)
Published 18 Oct 2022 in cs.IT, math.IT, math.ST, and stat.TH
Abstract: Minimizing divergence measures under a constraint is an important problem. We derive a sufficient condition that binary divergence measures provide lower bounds for symmetric divergence measures under a given triangular discrimination or given means and variances. Assuming this sufficient condition, the former bounds are always tight, and the latter bounds are tight when two probability measures have the same variance. An application of these results for nonequilibrium physics is provided.
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