Variational Characterizations of Sibson's α-Mutual Information
Sibson's α-mutual information has received renewed attention recently in several contexts: concentration of measure under dependence, statistical learning, hypothesis testing, and estimation theory. In this work, we introduce several variational representations of Sibson's α-mutual information: 1) as a supremum over joint distributions of (a combination of) KL divergences; and 2) as a supremum over functions of opportune expected values. Leveraging them, we produce a variety of novel and known results, including a generalization of transportation-cost inequalities and Fano's inequality.
2-s2.0-85202875159
Institute of Science and Technology Austria (ISTA)
École Polytechnique Fédérale de Lausanne
American University of Beirut
2024
9798350382846
2110
2115
REVIEWED
EPFL
| Event name | Event acronym | Event place | Event date |
Athens, Greece | 2024-07-07 - 2024-07-12 | ||