Log-sum inequality Created 2026-09-24 Updated 2026-10-14
For nonnegative , with and , the log-sum inequality isIt proves both Gibbs inequality and the data processing inequality for relative entropy.
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 224 4 a Solution Created 2026-09-28 Updated 2026-10-03
Put and . A relative-entropy form of the Poisson approximation bound for dependent Bernoulli variables isThe last two terms form the total correlation; they vanish when the Bernoulli variables are independent.
To prove the bound, let be the Poisson distribution with mean and let . Expanding the Kullback-Leibler divergence against this product law givesThe supplied one-dimensional estimate bounds the first sum by . Under the addition map, becomes , while the Sum of independent Poisson random variables under has the Poisson distribution with mean . The data processing inequality for relative entropy proves the displayed result.
If a bound directly in the paper's unhalved total-variation norm is desired, Pinsker's inequality also gives
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 224 3 b Solution Created 2026-09-24 Updated 2026-10-03
Let be a Markov kernel, and let , be the output probability distributions. Applying the log-sum inequality for each to and givesSumming over and using yields the data processing inequality for relative entropy
For Bernoulli random variables , which need not be independent, put , , and . ThenThe dependence penalty is the total correlation. The proof compares the joint Bernoulli law with the product of Poisson laws of means , then applies the data processing inequality for relative entropy to addition.