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ff-Divergence Inequalities via Functional Domination

Abstract

This paper considers derivation of ff-divergence inequalities via the approach of functional domination. Bounds on an ff-divergence based on one or several other ff-divergences are introduced, dealing with pairs of probability measures defined on arbitrary alphabets. In addition, a variety of bounds are shown to hold under boundedness assumptions on the relative information. The journal paper, which includes more approaches for the derivation of f-divergence inequalities and proofs, is available on the arXiv at https://arxiv.org/abs/1508.00335, and it has been published in the IEEE Trans. on Information Theory, vol. 62, no. 11, pp. 5973-6006, November 2016.

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