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On the Rényi divergence and the joint range of relative entropies
2015 Edition, June 1, 2015 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

This paper starts with a study of the minimum of the Rényi divergence, of an arbitrary order α > 0, subject to a fixed (or minimal) value of the total variation distance. Relying on the solution of this minimization...

On the Rényi Divergence, Joint Range of Relative Entropies, and a Channel Coding Theorem
2016 Edition, Volume 62, January 1, 2016 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

This paper starts by considering the minimization of the Rényi divergence subject to a constraint on the total variation distance. Based on the solution of this optimization problem, the exact locus of the points...

Rényi divergence and majorization
2010 Edition, June 1, 2010 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

Rényi divergence is related to Rényi entropy much like information divergence (also called Kullback-Leibler divergence or relative entropy) is related to Shannon's entropy, and comes up in many settings. It was introduced by...

A variational characterization of Rényi divergences
Volume PP - IEEE - Institute of Electrical and Electronics Engineers, Inc.

Atar, Chowdhary and Dupuis have recently exhibited a variational formula for exponential integrals of bounded measurable functions in terms of Rényi divergences. We show that a variational characterization of the Rényi divergences...

Wyner's Common Information under Renyi Divergence Measures
2018 Edition, June 1, 2018 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

We study a generalized version of Wyner's common information problem (also coined the distributed sources simulation problem). The original common information problem is to characterize the minimum rate of the common input to independent processors to...

Wyner’s Common Information under Rényi Divergence Measures
Volume PP - IEEE - Institute of Electrical and Electronics Engineers, Inc.

We study a generalized version of Wyner's common information problem (also coined the distributed source simulation problem). The original common information problem consists in understanding the minimum rate of the common input to independent processors to...

Rényi Divergence to Compare Moving-Average Processes
2018 Edition, June 1, 2018 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

Comparing processes or models is of interest in various applications. Among the existing approaches, one of the most popular methods is to use the Kullback-Leibler (KL) divergence which is related to Shannon's entropy. Similarly, the...

Arimoto channel coding converse and Rényi divergence
2010 Edition, September 1, 2010 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

Arimoto [1] proved a non-asymptotic upper bound on the probability of successful decoding achievable by any code on a given discrete memoryless channel. In this paper we present a simple derivation of the Arimoto converse based on the...

Rényi divergence based covariance matching pursuit of joint sparse support
2017 Edition, July 1, 2017 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

In this work, we consider the joint sparse support recovery problem where the goal is to recover the common support of multiple joint sparse vectors from their compressive, linear measurements. We propose a Rényi Divergence based Covariance...

On The Equivalence of Projections in Relative (α- Entropy and Rényi Divergence
2018 Edition, February 1, 2018 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

The aim of this work is to establish that two recently published projection theorems, one dealing with a parametric generalization of relative entropy and another dealing with Rényi divergence, are equivalent under a correspondence on...

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