Information inequalities and concentration of measure

• 成果类型: Article
• 署名作者: Dembo, A
• 署名单位: Stanford University; Stanford University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1997
• 页码: 927-939
• 关键词: product

摘要

We derive inequalities of the form Delta(P, Q) less than or equal to H(P\R) + H(Q\R) which hold for every choice of probability measures P, Q, R, where H(P\R) denotes the relative entropy of P with respect to R acid Delta(P, Q) stands for a coupling type distance between P and Q. Using the chain rule for relative entropies and then specializing to Q with a given support we recover some of Talagrand's concentration of measure inequalities for product spaces.