Title :
Bounds between contraction coefficients
Author :
Anuran Makur;Lizhong Zheng
Author_Institution :
EECS Department, Massachusetts Institute of Technology, United States
Abstract :
In this paper, we delineate how the contraction coefficient of the strong data processing inequality for KL divergence can be used to learn likelihood models. We then present an alternative formulation that forces the input KL divergence to vanish, and achieves a contraction coefficient equivalent to the squared maximal correlation using a linear algebraic solution. To analyze the performance loss in using this simple but suboptimal procedure, we bound these coefficients in the discrete and finite regime, and prove their equivalence in the Gaussian regime.
Keywords :
"Random variables","Mutual information","Markov processes","Correlation","Data processing","Standards","Optimization"
Conference_Titel :
Communication, Control, and Computing (Allerton), 2015 53rd Annual Allerton Conference on
DOI :
10.1109/ALLERTON.2015.7447175