On Rényi measures and hypothesis testing
نویسنده
چکیده
We provide a variational characterization for the various Rényi information measures via their Shannon counterparts, and demonstrate how properties of the former can be recovered from first principle via the associated properties of the latter. Motivated by this characterization, we give a new operational interpretation for the Rényi divergence in a twosensor composite hypothesis testing framework.
منابع مشابه
A Note on a Characterization of Rényi Measures and its Relation to Composite Hypothesis Testing
The Rényi information measures are characterized in terms of their Shannon counterparts, and properties of the former are recovered from first principle via the associated properties of the latter. Motivated by this characterization, a two-sensor composite hypothesis testing problem is presented, and the optimal worst case miss-detection exponent is obtained in terms of a Rényi divergence.
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تاریخ انتشار 2011