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Tensorization lower bound for relative entropy

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics f-divergence Kullback-Leibler divergence
2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a product reference P=⨂i​Pi​ and arbitrary Q,
D(Q∥P)≥∑i​D(Qi​∥Pi​).
(1)
It follows from the chain rule for relative entropy and convexity of relative entropy in its first argument.

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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 208 / 2 / c / Solution

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