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Data processing inequality for relative entropy

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics f-divergence Kullback-Leibler divergence
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
Passing two probability distributions through the same Markov kernel cannot increase their relative entropy. For a kernel K,
D(PK∥QK)≤D(P∥Q).
(1)

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  1. Kullback-Leibler divergence
  2. f-divergence
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
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 Incoming links (2)

  • Log-sum inequality
  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 224 / 3 / b / Solution

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