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teorth committed Jun 15, 2024
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6 changes: 3 additions & 3 deletions blueprint/src/chapter/further_improvement.tex
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Expand Up @@ -30,7 +30,7 @@ \section{Kullback--Leibler divergence}
Apply \Cref{converse-log-sum}.
\end{proof}

\begin{lemma}[Convexity of Kullback--Leibler]\label{kl-div-convex}\lean{KL_div_of_convex} If $S$ is a finite set, $\sum_{s \in S} w_s = 1$ for some non-negative $w_s$, and ${\bf P}(X=x) = \sum_{s\in S} w_s {\bf P}(X_s=x)$, ${\bf P}(Y=x) = \sum_{s\in S} w_s {\bf P}(Y_s=x)$ for all $x$, then
\begin{lemma}[Convexity of Kullback--Leibler]\label{kl-div-convex}\lean{KL_div_of_convex}\leanok If $S$ is a finite set, $\sum_{s \in S} w_s = 1$ for some non-negative $w_s$, and ${\bf P}(X=x) = \sum_{s\in S} w_s {\bf P}(X_s=x)$, ${\bf P}(Y=x) = \sum_{s\in S} w_s {\bf P}(Y_s=x)$ for all $x$, then
$$D_{KL}(X\Vert Y) \le \sum_{s\in S} w_s D_{KL}(X_s\Vert Y_s).$$
\end{lemma}
\begin{proof}
Expand All @@ -39,15 +39,15 @@ \section{Kullback--Leibler divergence}
\end{proof}


\begin{lemma}[Kullback--Leibler and injections]\label{kl-div-inj}\lean{KL_div_of_comp_inj} If $f:G \to H$ is an injection, then $D_{KL}(f(X)\Vert f(Y)) = D_{KL}(X\Vert Y)$.
\begin{lemma}[Kullback--Leibler and injections]\label{kl-div-inj}\lean{KL_div_of_comp_inj}\leanok If $f:G \to H$ is an injection, then $D_{KL}(f(X)\Vert f(Y)) = D_{KL}(X\Vert Y)$.
\end{lemma}

\begin{proof}\uses{kl-div} Clear from definition.
\end{proof}

Now let $G$ be an additive group.

\begin{lemma}[Kullback--Leibler and sums]\label{kl-sums}\lean{KL_div_add_le_KL_div_of_indep} If $X, Y, Z$ are independent $G$-valued random variables, then
\begin{lemma}[Kullback--Leibler and sums]\label{kl-sums}\lean{KL_div_add_le_KL_div_of_indep}\leanok If $X, Y, Z$ are independent $G$-valued random variables, then
$$D_{KL}(X+Z\Vert Y+Z) \leq D_{KL}(X\Vert Y).$$
\end{lemma}

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