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Amedeo Roberto Esposito

Publications and source records attributed to Amedeo Roberto Esposito.

2 recordsLinked to original sources

Tight Bounds for Linear and Non-Linear Contraction of Divergences via Duality

We develop a novel framework for bounding the contraction of information divergences, using duality and associated norms in Orlicz spaces. By working in the dual space, we obtain a principled approach to bounding both distribution-dependent strong data-processing inequality (SDPI) constants and \(F_φ\)-curves of divergences. Our bounds are either available in closed form or reducible to one-dimensional convex optimisation problems, in contrast to the infinite-dimensional optimisation problems that characterise SDPIs. These bounds depend on the densities of the reverse kernels with respect to a reference measure. To the best of our knowledge, they are the first universal closed-form bounds on distribution-dependent SDPI constants. We establish tightness for the \(χ^2\)-divergence on several important channel classes, including full-rank binary kernels. We apply our results to several settings. In particular, we derive bounds on the mixing times of Markov chains, including chains with heavy-tailed stationary distributions; obtain improved bounds on burn-in periods for Markov chain Monte Carlo; and strengthen concentration-of-measure bounds for dependent random variables.

cs.IT

Finite Sample Bounds for Composite Hypothesis Testing

We investigate composite binary hypothesis testing in the finite sample regime under asymmetric error constraints. Using Rényi divergences, we derive explicit achievability and converse bounds for the optimal Type II error. When the Type I error is constrained to decay exponentially with sample size, the bounds identify a phase transition and yield a strong converse above it. In the composite problem, the phase transition threshold is given by the joint KL projection over the alternative and null classes. Achievability is obtained through a joint Rényi projection whose log likelihood ratio defines a single test with uniform error control over both hypothesis classes, without requiring the projected pair to be least favourable. For compact convex classes with full support on a finite alphabet, we determine the exact error exponents on both sides of the transition and show that the achievable exponent is attained at a unique Rényi order. The same framework recovers the fixed Type I composite Chernoff--Stein exponent and yields a polynomial refinement of the finite sample achievability result. We further identify conditions under which the projected pair is least favourable at finite sample size.

cs.IT