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Calculate lower bounds of the total variation distance from means and variances

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Tight closed-form lower bounds for TV and Hellinger distances

This repository contains a code implementing functions that give lower bounds for the total variation(TV) distance [1] and the Hellinger distance [2] between two distributions given means and variances.

File structure

folder name explanation
results Comparison of the TV (or squared Hellinger) distance with lower bound.
src A code implementing functions that give lower bounds.
docs Summary of tight lower bounds for divergence measures between distributions with given means and variances.

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This project is licensed under the terms of the MIT license.

References

  • [1] Nishiyama, Tomohiro. "Lower Bounds for the Total Variation Distance Between Arbitrary Distributions with Given Means and Variances." arXiv preprint arXiv:2212.05820 (2022).
  • [2] Nishiyama, Tomohiro. "Tight Lower Bounds for $\alpha $-Divergences Under Moment Constraints and Relations Between Different $\alpha$." arXiv preprint arXiv:2105.12972 (2021).

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Calculate lower bounds of the total variation distance from means and variances

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