학술논문
Improvements of Jensen's inequality and its converse for strongly convex functions with applications to strongly $f$-divergences.
Document Type
Journal
Author
Ivelić Bradanović, Slavica (CT-SPLCAG) AMS Author Profile
Source
Subject
26 Real functions -- 26A Functions of one variable
26A51Convexity, generalizations
94Information and communication, circuits -- 94A Communication, information
94A15Information theory, general
26A51
94
94A15
Language
English
ISSN
10960813
Abstract
In this paper, the author obtains generalizations and improved resultsrelated to Jensen's inequality, Jessen's inequality, their conversesand Jensen-type interpolating inequalities.\par First, the author provides a generalization of an interpolatinginequality involving positive linear functionals for strongly convexfunctions. From that result, an improvement of Jessen's inequality forstrongly convex functions is derived. Additionally, if the consideredlinear class of functions, denoted as $L$, is equipped with the latticeproperty, an improvement of the converse Jessen inequality is obtained.As a consequence, improvements to the Jensen inequality and itsconverse for strongly convex functions are also derived. Thesegeneralizations are presented in both the continuous and discretecases.\par The main results obtained are applied to the so-called strongly$f$-divergences, a recently introduced concept of $f$-divergences forstrongly convex functions $f$. As an outcome, stronger estimates forsome well-known divergences such as the Kullback@-Leibler divergence,the $\chi^2$-divergence, the Hellinger divergence, the Bhattacharyadistance and the Jeffreys distance are derived.