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Bounds on f-Divergences between Distributions within Generalized Quasi-$\varepsilon$-Neighborhood

Bounds on f-Divergences between Distributions within Generalized Quasi-$\varepsilon$-Neighborhood

来源:Arxiv_logoArxiv
英文摘要

This work establishes computable bounds between f-divergences for probability measures within a generalized quasi-$\varepsilon_{(M,m)}$-neighborhood framework. We make the following key contributions. (1) a unified characterization of local distributional proximity beyond structural constraints is provided, which encompasses discrete/continuous cases through parametric flexibility. (2) First-order differentiable $f$-divergence classification with Taylor-based inequalities is established, which generalizes $χ^2$-divergence results to broader function classes. (3) We provide tighter reverse Pinsker's inequalities than existing ones, bridging asymptotic analysis and computable bounds. The proposed framework demonstrates particular efficacy in goodness-of-fit test asymptotics while maintaining computational tractability.

Xinchun Yu、Shuangqing Wei、Xiao-Ping Zhang

数学

Xinchun Yu,Shuangqing Wei,Xiao-Ping Zhang.Bounds on f-Divergences between Distributions within Generalized Quasi-$\varepsilon$-Neighborhood[EB/OL].(2025-08-10)[2025-08-24].https://arxiv.org/abs/2406.00939.点此复制

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