Time: Monday, June 2, 2014 at 2:30 pm.
Location: MEB 248
Speaker: Adityanand Guntuboyina (UC Berkeley)
Title: Sharp inequalities between f-divergences
Abstract: f-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler divergence, chi-squared divergence, squared Hellinger distance, total variation distance etc. This talk will be about the problem of maximizing or minimizing an f-divergence subject to a finite number of constraints on other f-divergences. We show that these infinite-dimensional optimization problems can all be reduced to optimization problems over small finite dimensional spaces which are tractable. Our results lead to a comprehensive and unified treatment of the problem of obtaining sharp inequalities between f-divergences. This is joint work with Sujayam Saha and Geoffrey Schiebinger.
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