1
Extended real numbers and their integral
2
E-variables
▶
Notation
2.1
Almost everywhere with respect to a set of measures
2.2
Utility and maximal utility
2.3
Data-processing inequality for e-variables
2.4
Numeraire and duality
▶
2.4.1
Existence of a numeraire
2.4.2
Products
2.4.3
Reverse information projection and duality.
3
e-Rényi and e-Chernoff divergences
4
Lower bounds on e-Rényi and e-Chernoff divergences
▶
4.1
Separation lower bound
4.2
Data processing inequality through KL duality
5
Bibliography
Dependency graph
E-Values
Remy Degenne
1
Extended real numbers and their integral
2
E-variables
Notation
2.1
Almost everywhere with respect to a set of measures
2.2
Utility and maximal utility
2.3
Data-processing inequality for e-variables
2.4
Numeraire and duality
2.4.1
Existence of a numeraire
2.4.2
Products
2.4.3
Reverse information projection and duality.
3
e-Rényi and e-Chernoff divergences
4
Lower bounds on e-Rényi and e-Chernoff divergences
4.1
Separation lower bound
4.2
Data processing inequality through KL duality
5
Bibliography