Weighted CKP Inequalities Involving R\'enyi Divergence Powers
Sergey G. Bobkov, Devraj Duggal
TL;DR
This paper develops Pinsker-type inequalities relating weighted total variation to Re9nyi divergence powers and applies them to derive transport-entropy inequalities under moment conditions.
Contribution
It introduces new Pinsker-type inequalities involving Re9nyi divergence powers and applies them to establish transport-entropy inequalities.
Findings
New Pinsker-type inequalities for weighted total variation and Re9nyi divergence.
Derivation of transport-entropy inequalities under moment conditions.
Enhanced understanding of divergence measures in probability theory.
Abstract
Pinsker-type inequalities are considered for the weighted total variation distance between probability measures in terms of the R\'enyi divergence powers. They are applied in derivation of transport-entropy inequalities under moment-type conditions.
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