Abstract
Mixed f-divergences, a concept from information theory and statistics, measure the difference between multiple pairs of distributions. We introduce them for log-concave functions and establish some of their properties. Among them are affine invariant vector entropy inequalities, like new Alexandrov-Fenchel-type inequalities and an affine isoperimetric inequality for the vector form of the Kullback Leibler divergence for log-concave functions. Special cases of f-divergences are mixed L-λ-affine surface areas for log-concave functions. For those, we establish various affine isoperimetric inequalities as well as a vector Blaschke Santaló-type inequality.
Original language | English (US) |
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Pages (from-to) | 271-290 |
Number of pages | 20 |
Journal | Proceedings of the London Mathematical Society |
Volume | 110 |
Issue number | 2 |
DOIs | |
State | Published - 2015 |
Bibliographical note
Publisher Copyright:© 2014 London Mathematical Society.