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Timeline for Chain rule for KL divergence

Current License: CC BY-SA 4.0

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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