New Upper bounds for KL-divergence Based on Integral Norms

Fuente: arXiv
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Auteurs principaux: Yao, Liuquan, Liu, Songhao
Format: Preprint
Publié: 2024
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author Yao, Liuquan
Liu, Songhao
author_facet Yao, Liuquan
Liu, Songhao
contents In this paper, some new upper bounds for Kullback-Leibler divergence(KL-divergence) based on $L^1, L^2$ and $L^\infty$ norms of density functions are discussed. Our findings unveil that the convergence in KL-divergence sense sandwiches between the convergence of density functions in terms of $L^1$ and $L^2$ norms. Furthermore, we endeavor to apply our newly derived upper bounds to the analysis of the rate theorem of the entropic conditional central limit theorem.
format Preprint
id arxiv_https___arxiv_org_abs_2409_00934
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle New Upper bounds for KL-divergence Based on Integral Norms
Yao, Liuquan
Liu, Songhao
Probability
Information Theory
60F05, 28D20, 68P30
In this paper, some new upper bounds for Kullback-Leibler divergence(KL-divergence) based on $L^1, L^2$ and $L^\infty$ norms of density functions are discussed. Our findings unveil that the convergence in KL-divergence sense sandwiches between the convergence of density functions in terms of $L^1$ and $L^2$ norms. Furthermore, we endeavor to apply our newly derived upper bounds to the analysis of the rate theorem of the entropic conditional central limit theorem.
title New Upper bounds for KL-divergence Based on Integral Norms
topic Probability
Information Theory
60F05, 28D20, 68P30
url https://arxiv.org/abs/2409.00934