OurBigBook
About
$
Donate
Sign in
Sign up
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
Like
0 By others
on same topic
0 Discussions
Create my own version
For
a
measurable function
T
, every
f-divergence
contracts under
pushforward
:
D
f
(
T
∗
P
∥
T
∗
Q
)
≤
D
f
(
P
∥
Q
)
.
(1)
This follows from conditional
Jensen inequality
applied to the jointly convex perspective
(
a
,
b
)
↦
b
f
(
a
/
b
)
.
Ancestors
(5)
f-divergence
Probability and statistics
Area of mathematics
Mathematics
Home
Incoming links
(1)
Past exam of the mathematics course of the University of Cambridge
/
2026
/
iii
/
Paper 210
/
4
/
Solution
View article source
Discussion
(0)
Subscribe (1)
New discussion
There are no discussions about this article yet.
Articles by others on the same topic
(0)
There are currently no matching articles.
See all articles in the same topic
Create my own version