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cs.IT2012★ 1 cited
Minimum KL-divergence on complements of balls
Daniel Berend, Peter Harremoës, Aryeh Kontorovich
Pinsker's widely used inequality upper-bounds the total variation distance in terms of the Kullback-Leibler divergence . Although in general a bound in the rev…
cs.IT2012★ 1.6k cited
Rényi Divergence and Kullback-Leibler Divergence
Tim van Erven, Peter Harremoës
Rényi divergence is related to Rényi entropy much like Kullback-Leibler divergence is related to Shannon's entropy, and comes up in many settings. It was introduced by Rényi as a m…
math.ST2012★ 8 cited
Information Divergence is more chi squared distributed than the chi squared statistics
Peter Harremoës, Gábor Tusnády
For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an…