From Blackwell Dominance in Large Samples to Renyi Divergences and Back Again

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Tác giả: Xiaosheng Mu, Luciano Pomatto, Philipp Strack, Omer Tamuz

Ngôn ngữ: eng

Ký hiệu phân loại: 192.94 British Isles

Thông tin xuất bản: 2019

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Bộ sưu tập: Metadata

ID: 162976

 Comment: 57 pagesWe study repeated independent Blackwell experiments
  standard examples include drawing multiple samples from a population, or performing a measurement in different locations. In the baseline setting of a binary state of nature, we compare experiments in terms of their informativeness in large samples. Addressing a question due to Blackwell (1951), we show that generically an experiment is more informative than another in large samples if and only if it has higher Renyi divergences. We apply our analysis to the problem of measuring the degree of dissimilarity between distributions by means of divergences. A useful property of Renyi divergences is their additivity with respect to product distributions. Our characterization of Blackwell dominance in large samples implies that every additive divergence that satisfies the data processing inequality is an integral of Renyi divergences.
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