On projections of the Rényi divergence on generalized convex sets

M. Ashok Kumar, Igal Sason

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Motivated by a recent result by van Erven and Harremoës, we study a forward projection problem for the Rényi divergence on a particular α-convex set, termed α-linear family. The solution to this problem yields a parametric family of probability measures which turns out to be an extension of the exponential family, and it is termed α-exponential family. An orthogonality relationship between the α-exponential and α-linear families is first established and is then used to transform the reverse projection on an α-exponential family into a forward projection on an α-linear family. The full paper version of this work is available on the arXiv at http://arxiv.org/abs/1512.02515.

Original languageEnglish
Title of host publicationProceedings - ISIT 2016; 2016 IEEE International Symposium on Information Theory
Pages1123-1127
Number of pages5
ISBN (Electronic)9781509018062
DOIs
StatePublished - 10 Aug 2016
Event2016 IEEE International Symposium on Information Theory, ISIT 2016 - Barcelona, Spain
Duration: 10 Jul 201615 Jul 2016

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
Volume2016-August

Conference

Conference2016 IEEE International Symposium on Information Theory, ISIT 2016
Country/TerritorySpain
CityBarcelona
Period10/07/1615/07/16

Keywords

  • Rényi divergence
  • exponential and linear families
  • forward and reverse projections
  • relative entropy
  • variational distance
  • α-convex set

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Information Systems
  • Modelling and Simulation
  • Applied Mathematics

Fingerprint

Dive into the research topics of 'On projections of the Rényi divergence on generalized convex sets'. Together they form a unique fingerprint.

Cite this