Title :
On Pairs of
-Divergences and Their Joint Range
Author :
Harremoës, Peter ; Vajda, Igor
Author_Institution :
Copenhagen Bus. Coll., Copenhagen, Denmark
fDate :
6/1/2011 12:00:00 AM
Abstract :
We compare two f-divergences and prove that their joint range is the convex hull of the joint range for distributions supported on only two points. The proofs use various methods from topology and convex analysis.
Keywords :
convex programming; information theory; statistical testing; convex analysis; convex hull; joint range; Atmospheric measurements; Convex functions; Density measurement; Joints; Loss measurement; Particle measurements; Testing; $f$-divergence; Convexity; joint range;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2011.2137353