Mathematics > Probability
[Submitted on 15 Feb 2022 (v1), last revised 2 Aug 2023 (this version, v2)]
Title:A short note on an inequality between KL and TV
View PDFAbstract:The goal of this short note is to discuss the relation between Kullback--Leibler divergence and total variation distance, starting with the celebrated Pinsker's inequality relating the two, before switching to a simple, yet (arguably) more useful inequality, apparently not as well known, due to Bretagnolle and Huber. We also discuss applications of this bound for minimax testing lower bounds.
Submission history
From: Clément Canonne [view email][v1] Tue, 15 Feb 2022 05:12:43 UTC (15 KB)
[v2] Wed, 2 Aug 2023 05:53:36 UTC (15 KB)
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