On f-Divergences: Integral Representations, Local Behavior, and Inequalities

04/17/2018

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by   Igal Sason, et al.

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This paper is focused on f-divergences, consisting of three main contributions. The first one introduces integral representations of a general f-divergence by means of the relative information spectrum. The second part provides a new approach for the derivation of f-divergence inequalities, and it exemplifies their utility in the setup of Bayesian binary hypothesis testing. The last part of this paper further studies the local behavior of f-divergences.