2 citations · 3 across the 7 of their papers we have counts for
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Distribution-Dependent Improvements of McDiarmid's Inequality via Rényi Divergence
Amedeo Roberto Esposito, Adrien Vandenbroucque, Michael Gastpar
We investigate whether Rényi divergence can sharpen McDiarmid's inequality and its distribution-dependent refinement induced by KL divergence. Starting from Marton's transportation…
Contraction of Rényi Divergences for Discrete Channels
Adrien Vandenbroucque, Amedeo Roberto Esposito, Michael Gastpar
We investigate Strong Data-Processing Inequality (SDPI) constants for Rényi Divergences on finite spaces. We study their dependence on the Rényi order , proving that they are no…
Single-Period Portfolio Selection via Information Projection
Bo-Yu Yang, Michael Gastpar
We study the single-period portfolio selection problem under Constant Relative Risk-Aversion (CRRA) utility through the information-theoretic lens. Assuming only that the market pa…
Contraction of Rényi Divergences for Discrete Channels: Properties and Applications
Adrien Vandenbroucque, Amedeo Roberto Esposito, Michael Gastpar
This work explores properties of Strong Data-Processing constants for Rényi Divergences. Parallels are made with the well-studied -Divergences, and it is shown that the order $α…