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Relative Fisher information decay under Ornstein-Uhlenbeck flow (I(t)≤e−2(t−s)I(s))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics f-divergence Kullback-Leibler divergence Relative Fisher information
2026-10-06  0 By others on same topic  0 Discussions Create my own version
The differential estimate I′(t)≤−2I(t) gives the displayed exponential bound by an integrating factor. Start at any time with finite information. Combining this with a zero limiting entropy yields H(ft​∣γ)=∫t∞​I(s)ds≤I(t)/2.

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  1. Relative Fisher information
  2. Kullback-Leibler divergence
  3. f-divergence
  4. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 8 / 3 / e / Solution

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