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Data processing inequality for f-divergences

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics f-divergence
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a measurable function T, every f-divergence contracts under pushforward:
Df​(T∗​P∥T∗​Q)≤Df​(P∥Q).
(1)
This follows from conditional Jensen inequality applied to the jointly convex perspective (a,b)↦bf(a/b).

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  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 210 / 4 / Solution

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