Generalizations of Crooks and Lin’s results on Jeffreys–Csiszár and Jensen–Csiszár f-divergences

Paweł Kluza and Marek Niezgoda

Physica A: Statistical Mechanics and its Applications, 2016, vol. 463, issue C, 383-393

Abstract: In this paper, Jeffreys–Csiszár and Jensen–Csiszár f-divergences are introduced and studied. Some bounds of Crooks and Lin types for such divergences are provided. To this end the concavity of the composition of monotone functions is discussed. Refinements of the original inequalities by Crooks and Popescu et al. are given.

Keywords: Shannon entropy; Tsallis relative entropy; Jeffreys–Csiszár divergence; Jensen–Csiszár divergence; Jensen functional (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:463:y:2016:i:c:p:383-393

DOI: 10.1016/j.physa.2016.07.062

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