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Pinsker inequalities and related Monge-Ampere equations for log-concave functions

Indiana University Mathematics Journal. 2022. Vol. 71. No. 6. P. 2309–2333.
Caglar U., Kolesnikov A., Werner E.

In this paper we further develop the theory of f-divergences for log-concave functions and their related inequalities. We establish Pinsker inequalities and new affine invariant entropy inequalities. We obtain new inequalities on functional affine surface area and lower and upper bounds for the Kullback-Leibler divergence in terms of functional affine surface area. The functional inequalities lead to new inequalities for L_p-affine surface areas for convex bodies.

Research target: Mathematics
Language: English
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Keywords: Monge-Ampere equationуравнение Монжа-АмпераKullback-Leibler divergenceentropy inequalitiesэнтропийные неравенстванеравенство Кульбака-Лейблера
Publication based on the results of:
Uncertainty quantification in machine learning algorithms (2021)
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