Some upper bounds for relative entropy and applications
In this paper, we derive some upper bounds for the relative entropy D(p parallel to q) of two probability distribution and apply them to mutual information and entropy mapping. To achieve this, we use an inequality for the logarithm function,;(2.3) below, and some classical inequalities such as the Kantorovic Inequality and Diaz-Metcalf Inequality. (C) 2000 Elsevier Science Ltd. All rights reserved.
relative entropy mutual information kantorovic inequality diaz-metcalf inequality log-mapping