Sup-Sums Principles for F-Divergence and a New Definition for t-Entropy

V. I. Bakhtin () and A. V. Lebedev ()
Additional contact information
V. I. Bakhtin: John Paul II Catholic University of Lublin
A. V. Lebedev: Belarusian State University

Journal of Theoretical Probability, 2022, vol. 35, issue 1, 350-369

Abstract: Abstract The article presents new $${\sup }$$ sup -sums principles for integral F-divergence for arbitrary convex functions F on the whole real axis and arbitrary (not necessarily positive and normalized) measures. Among applications of these results, we work out a new ‘integral’ definition for t-entropy explicitly establishing its relation to Kullback–Leibler divergence.

Keywords: F-divergence; Kullback–Leibler divergence; Sup-sums principle; Partition of unity; t-entropy; 26D15; 37A35; 47B37; 62H20; 94A17 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-020-01046-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:35:y:2022:i:1:d:10.1007_s10959-020-01046-5

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-020-01046-5

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().