Timeline for Chain rule for KL divergence
Current License: CC BY-SA 4.0
3 events
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Jul 6, 2019 at 2:04 | comment | added | Dawei Huang | Thanks. The counter example I can think of is as follows: | |
Jun 29, 2019 at 14:51 | comment | added | Clement C. | You can improve from the average to the maximum, in your latest observation. This will help for $n\gg 2$. Also, the converse inequality cannot hold: consider $q$ uniform on $\{0,1\}^2$ and $p$ uniform on $\{(0,0),(1,1)\}$. | |
Jun 29, 2019 at 3:16 | history | answered | Jason Gaitonde | CC BY-SA 4.0 |