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Some inequalities related to Csiszár divergence via diamond integral on time scales
Journal of Inequalities and Applications volume 2023, Article number: 55 (2023)
Abstract
In this paper, Csiszár f-divergence via diamond integral is introduced and some inequalities related to Csiszár f-divergence involving diamond integrals are presented. Some examples are presented for different divergence measures by fixing time scales. Some divergence measures are estimated in terms of logarithmic, identric, geometric, and arithmetic means. The obtained results generalize some known results in the literature and provide new bounds for some divergence measures in q-calculus.
1 Introduction
Well over a century ago, measures were developed to estimate the distance between two probability distributions. Divergence measures are important in many statistical inference and data processing problems, such as estimation, compression and classification. For example, a group of biologists have visited the immense outer-space and observed that some space worms have variable number of teeth. Now they want to post this information back to Earth. But posting information from space to Earth is high in price. So they need to send their observations with a minimum amount of information. An efficient way is to convert their observations to a probability distribution.
The f-divergence is the distance in between two probability distribution by making an average value, which is weighted by a specified function. Some special cases of which are K–L divergence, Hellinger distance, Bhattacharyya discrimination, \(\chi ^{2}\)-divergence, and triangular distance. Anwar et al. [7] estimated the difference between the two sides of the relevant f-divergence and Shannon’s inequality. Khan et al. [15] proposed new bounds for Csiszár and relevant divergences with the help of Jensen–Mercer’s inequality. They also obtained several results for Zipf–Mandelbrot entropy. In [14], the authors have presented new findings for the Shannon and Zipf–Mandelbrot entropies. They have also estimated different bounds for these entropies.
The aim behind the mathematical theory of time scales is to merge continuous and discrete analysis presented by S. Hilger in 1988 (see [8, 9]). This theory has developed very rapidly in last three decades. Many authors have established time scale versions of integral inequalities. Ansari et al. [1] presented some inequalities for Csiszár divergence between two probability measures for delta integrals on time scales. Ansari et al. [1–3, 6] provided estimation of divergence measures for delta integrals via weighted Jensen inequality, Taylor’s polynomial, Green’s function, and Fink’s identity. In [4], the authors have obtained new entropic bounds via delta integrals using Hermite interpolating polynomial.
There are many significant inequalities which have been proved with the help of convex functions. In [12], authors have provided the f-divergence functional given as follows:
Let \(f:\mathbb{R}^{+} \rightarrow (0,\infty ) \) be a convex function. If \(\textbf{\~{x}} = (x_{1},x_{2},\ldots ,x_{n})\) and \(\textbf{\~{y}} = (y_{1},y_{2},\ldots ,y_{n})\) are such that \(\sum_{j=1}^{n}x_{j} = 1\) and \(\sum_{j=1}^{n}y_{j} = 1\), then
with \(f(0) := \lim_{\delta \rightarrow 0^{+}}f(\delta )\), \(0f(\frac{0}{0}) := 0\), and \(0f(\frac{c}{0}) := \lim_{\delta \rightarrow 0^{+}}\delta f( \frac{c}{\delta})\), \(c > 0\) is f-divergence functional.
The Csiszár’s f-divergence can be used to find the difference between two probability densities.
In this study the flow of work is given as follows: In Sect. 2, the mathematical theory of time scales is presented. Next, in Sect. 3, bounds for Csiszár divergence via diamond integrals are presented. In order to illustrate the theoretical results, some examples are given for some fixed time scales. Lastly, in Sect. 4, bounds of some divergence measures are estimated in terms of special means.
2 Preliminaries
Now we introduce some basic definitions and results related to the mathematical theory of time scales. A nonempty closed subset of real numbers is called a time scale, denoted by \(\mathbb{T}\). For example, Cantor set, \(\mathbb{N}\mathbbm{,}\) and \(\mathbb{R}\). Furthermore, readers are referred to [8] for some essentials on time scales, including continuity and differentiability.
Definition 1
(Delta integral [8, Definition 1.71])
A mapping \(H : \mathbb{T} \to (-\infty , \infty )\) is called the delta antiderivative of \(h : [b_{1},b_{2}]_{\mathbb{T}}=[b_{1},b_{2}]\cap \mathbb{T} \to (- \infty , \infty )\) if \(H^{\triangle}(\zeta ) = h (\zeta )\) holds true \(\forall \zeta \in \mathbb{T}^{\kappa}\). The delta integral of h is
Definition 2
(Nabla integral [8, Definition 8.42])
A mapping \(G: \mathbb{T} \to (-\infty , \infty )\) is called the nabla antiderivative of \(g :[b_{1},b_{2}]_{\mathbb{T}} \to (-\infty , \infty )\) if \(G^{\nabla}(\zeta ) = g (\zeta )\) \(\forall \zeta \in \mathbb{T}^{ \kappa}\). The nabla integral of g is
In [16], the authors have defined the diamond-alpha integral as follows:
Let \(l :[c_{1},c_{2}]_{\mathbb{T}}\rightarrow \mathbb{R}\) be a continuous mapping and \(c_{1}, c_{2} \in \mathbb{T}\) (\(c_{1} < c_{2}\)). The diamond alpha integral of l is given as
if γl is △- and \((1-\gamma )l\) is ∇-integrable on \([c_{1},c_{2}]_{\mathbb{T}}\).
In case \(\alpha = 0\), we have the nabla-integral and, for \(\alpha = 1\), we have the delta-integral.
In [10], a real-valued function γ is given as follows:
Clearly,
In general, \(0\leq \gamma (x)\leq 1\).
In [11], diamond integral is defined as follows.
Definition 3
(Diamond integral [11])
Assume that \(g : [b_{1},b_{2}]_{\mathbb{T}}\to \mathbb{R}\) is a continuous function and \(b_{1},b_{2} \in \mathbb{T}\) (\(b_{1}< b_{2}\)). The ♢-integral of g is given as
where γg is △- and \((1-\gamma )g\) is ∇-integrable on \([b_{1},b_{2}]_{\mathbb{T}}\).
For monotonicity, additivity, reflexivity, and multiplicativity properties of ♢-integrals, see [11].
Throughout the paper, we assume that:
-
(A1)
\(\Theta := [a_{1},a_{2}]_{\mathbb{T}}\), with \(a_{1},a_{2} \in \mathbb{T}\) and \(a_{1}< a_{2}\);
-
(A2)
\(\Lambda := \{l | l:\Theta \rightarrow \mathbb{R}^{+}, \int _{ \Theta }l(\xi )\diamondsuit \xi = 1 \}\).
3 Csiszár divergence via diamond integral
Csiszár divergence via diamond integral is defined as follows.
Definition 4
Assume that \(l_{2}, l_{1} \in \Lambda \) and ϕ is a convex function on \((0,\infty )\). If
then \(D_{\phi}(l_{1},l_{2})\) is called Csiszár divergence.
If we use \({\phi}(\zeta ) = \zeta ^{2}-1\) in (6), then Karl Pearson \(\chi ^{2}\)-divergence via diamond integral can be given as follows:
A new bound for Csiszár divergence is obtained in the following result.
Theorem 1
Assume that the mapping \(\phi : [0,\infty ) \rightarrow (-\infty , \infty )\) is convex on \([\mu _{1}, \mu _{2}] \subset [0,\infty )\) and \(\mu _{1}\leq 1 \leq \mu _{2}\). If
then
Proof
Since ϕ is convex on \([\mu _{1}, \mu _{2}]\),
for every \(u \in [0,1]\). Put \(u=\frac{\mu _{2}-v}{\mu _{2}-\mu _{1}}\), \(1-u= 1-\frac{\mu _{2}-v}{\mu _{2}-\mu _{1}}= \frac{v-\mu _{1}}{\mu _{2}-\mu _{1}}\) in (10) to obtain
Use \(v = \frac{l_{2}(\zeta )}{l_{1}(\zeta )}\), in (11) to obtain
Multiply (12) by \(l_{1}(\zeta )\) to obtain
Integrating (13) over Θ and since \(l_{2}, l_{1} \in \Lambda \), we get
which is the desired result. □
Example 1
Choose the set of real numbers as time scale in Theorem 1 to obtain [13, Theorem 1, p. 2].
Example 2
If we take \(\mathbb{T}= h\mathbb{Z}\), \(h > 0\), then for \(\zeta = hy \in h\mathbb{Z}\mathbbm{,}\)
Then from Theorem 1 we get
Remark 1
Inequality (14) is generalization of the specific bound for Csiszár divergence obtained by Ansari et al. [5].
Example 3
Choose the set of integers as time scale. Then (9) takes the form
Example 4
Choose \(\mathbb{T}= q^{\mathbb{N}_{0}}\) (\(q>1\)). Then for \(\zeta = q^{n} \in q^{\mathbb{N}_{0}}\) we have
and
In Theorem 1, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) to obtain
Remark 2
Inequality (15) provides a new bound for Csiszár divergence in q-calculus.
Theorem 2
If the assumptions of Theorem 1are true and ϕ is differentiable on \([\mu _{1}, \mu _{2}]\), then
Proof
Given that ϕ is a differentiable convex function, we obtain
Let \(b_{1}, b_{2} \in [\mu _{1},\mu _{2}]\), \(\beta _{1},\beta _{2} \geq 0\), and \(\beta _{1}+\beta _{2}>0\). Put \(v_{1}=\frac{b_{1}\beta _{1}+b_{2}\beta _{2}}{\beta _{1}+\beta _{2}}\) and \(v_{2}=b_{1}\) in (19) to obtain
Use \(v_{1}=\frac{b_{1}\beta _{1}+b_{2}\beta _{2}}{\beta _{1}+\beta _{2}}\) and \(v_{2}=b_{2}\) in (19) to get
Multiply (20) with \(\beta _{1}\) and (21) with \(\beta _{2}\) and add the results to obtain
Divide (22) by \(-(\beta _{1}+\beta _{2})\) to get
Use \(\beta _{1} = \mu _{2} - y\), \(\beta _{2} = y - \mu _{1}\), \(b_{1} = \mu _{1}\), and \(b_{2} = \mu _{2}\) in (23) to obtain
Use \(y = \frac{l_{2}(\zeta )}{l_{1}(\zeta )}\) in (24) and multiply by \(l_{1}(\zeta )\) to get
Take diamond integral on both sides of (25) with \(l_{2}, l_{1} \in \Lambda \) to obtain
therefore (17) is proved. Since \((\mu _{2}-1)(1-\mu _{1})\leq \frac{1}{4}(\mu _{2}-\mu _{1})^{2}\) and \(D_{\chi ^{2}}(l_{1},l_{2})\geq 0\), (18) is obvious. □
Remark 3
Choose the set of real numbers as a time scale in Theorem 2 to obtain [13, Theorem 2].
Example 5
If we take \(\mathbb{T}= h\mathbb{Z}\), \(h > 0\), then from Theorem 2 we get
Example 6
Select \(\mathbb{T}= q^{\mathbb{N}_{0}}\) where \(q>1\). Then \(\zeta = q^{m}\) for some \(m\in {\mathbb{N}_{0}}\). Additionally, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) in Theorem 2 to obtain
Theorem 3
Let the assumptions of Theorem 1be true and suppose ϕ is twice differentiable on \([\mu _{1}, \mu _{2}]\). If \(n\leq \phi ''(t)\leq N\) for each \(t\in [\mu _{1}, \mu _{2}]\), then
Proof
Consider the mapping \(\zeta _{n}:[0,\infty )\rightarrow (-\infty ,\infty )\) as \(\zeta _{n}(\xi )=\phi (\xi )-\frac{n{\xi}^{2}}{2}\). Since \(\zeta _{n}''(\xi )=\phi ''(\xi )-n \geq 0\) for each \(\xi \in [\mu _{1}, \mu _{2}]\), \(\zeta _{n}\) is convex on \([\mu _{1}, \mu _{2}]\). Use \(\zeta _{n}\) in (9) to obtain
Also,
Therefore (28) gives
Since
inequality (26) is proved. The proof of (27) is similar, here we take \(\zeta _{n}(\xi )=\frac{N{\xi}^{2}}{2}-\phi (\xi )\). □
Remark 4
Select the set of real numbers as a time scale in Theorem 3 to obtain [13, Theorem 3].
Example 7
If we take \(\mathbb{T}= h\mathbb{Z}\), \(h > 0\), then from Theorem 3 we get
Example 8
Select \(\mathbb{T}= q^{\mathbb{N}_{0}}\) where \(q>1\), then \(\zeta = q^{m}\) for some \(m\in {\mathbb{N}_{0}}\). Additionally, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) in Theorem 3 to obtain
Corollary 1
If the assumptions of Theorem 3are true and \(n \geq 0\), then
Proof
The statement follows from Theorem 3. Indeed, since
one has
Hence, the proof is complete. □
Remark 5
Choose \(\gamma =1\) in Corollary 1 to obtain [5, Corollary 1].
Remark 6
Select the set of real numbers as a time scale in Corollary 1 to obtain [13, Corollary 1].
4 Some bounds in terms of special means
In this section, first of all we recall a few special means:
Geometric mean
Arithmetic mean
Logarithmic mean
Identric mean
Now we discuss some special cases of f-divergence such as Bhattacharyya distance, K–L divergence, Hellinger distance, triangular discrimination, and Jeffreys distance.
4.1 Bhattacharyya distance via diamond integral
If we use \(\phi (\zeta )= -\sqrt{\zeta}\) in (6), then we obtain Bhattacharyya distance.
Definition 5
Bhattacharyya distance via diamond integral can be defined as follows:
Proposition 1
If the assumptions of Theorem 1are true, then
Proof
Use \(\phi (\zeta )= -\sqrt{\zeta}\) in Theorem 1 to get
□
The next result provides a new bound for Bhattacharyya discrimination in q-calculus.
Example 9
Select \(\mathbb{T}= q^{\mathbb{N}_{0}}\) where \(q>1\), then \(\zeta = q^{m}\) for some \(m\in {\mathbb{N}_{0}}\). In Proposition 1, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) to obtain
Proposition 2
If the assumptions of Theorem 2are true, then we have
Proof
Use \(\phi (\zeta )= -\sqrt{\zeta}\) in Theorem 2 to obtain the desired result, since in this case
□
Proposition 3
If the assumptions of Theorem 3are true, then we have
Proof
Use \(\phi (\zeta )= -\sqrt{\zeta}\) in Theorem 3 to obtain the desired result, since in this case
for each \(\zeta \in [\mu _{1},\mu _{2}]\). □
4.2 Kullback–Leibler divergence via diamond integral
If we use \(\phi (\zeta )= \zeta \ln \zeta \) in (6), then we obtain Kullback–Leibler divergence.
Definition 6
Kullback–Leibler divergence via diamond integral can be given as follows:
Proposition 4
If
for each \(\zeta \in \mathbb{T}\), then
Proof
Use \(\phi (\zeta )= \zeta \ln \zeta \) in Theorem 1 to get
□
Remark 7
Choose \(\gamma =1\) in Proposition 4 to obtain [5, Proposition 1].
Remark 8
Select the set of real numbers as a time scale in Proposition 4 to obtain [13, Proposition 1].
Example 10
If we take \(\mathbb{T}= h\mathbb{Z}\), \(h > 0\), then from Proposition 4 we get
Example 11
Select \(\mathbb{T}= q^{\mathbb{N}_{0}}\) where \(q>1\), then \(\zeta = q^{m}\) for some \(m\in {\mathbb{N}_{0}}\). Additionally, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) in Proposition 4 to obtain
Remark 9
Inequality (31) provides a new upper bound for K–L divergence in q-calculus.
Proposition 5
If the assumptions of Proposition 4are true, then we have
Proof
Use \(\phi (\zeta )= \zeta \ln \zeta \) in Theorem 2 to get
□
Remark 10
Select the set of real numbers as a time scale in Proposition 5 to obtain [13, Proposition 2].
Example 12
Select \(\mathbb{T}= q^{\mathbb{N}_{0}}\) where \(q>1\), then \(\zeta = q^{m}\) for some \(m\in {\mathbb{N}_{0}}\). Further, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) in Proposition 5 to obtain
In the following result we use Theorem 3 to improve (32).
Proposition 6
If \(l_{1}\), \(l_{2}\) satisfy (8), then
Proof
Use \(\phi (\zeta )= \zeta \ln \zeta \) in Theorem 3, then \(\phi ^{\prime \prime}(\zeta )= \zeta ^{-1}\). Since \(\mu _{1} \leq \zeta \leq \mu _{2}\), one gets
which implies
completing the proof. □
Example 13
Select the set of real numbers as a time scale in Proposition 6 to obtain [13, Proposition 3].
Example 14
Select \(\mathbb{T}= q^{\mathbb{N}_{0}}\) for \(q>1\), and \(\zeta = q^{m}\) for some \(m\in {\mathbb{N}_{0}}\). Also, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) in Proposition 6 to obtain
Remark 11
Use \(\phi (\zeta )=-\ln \zeta \) in (6) to obtain
Proposition 7
If \(l_{1}\), \(l_{2}\) satisfy (8), then
Proof
Use \(\phi (\zeta )= - \ln \zeta \) in (9) to obtain
which completes the proof. □
Example 15
Select the set of real numbers as a time scale in Proposition 7 to obtain [13, Proposition 4].
Remark 12
Choose \(\gamma =1\) in Proposition 7 to obtain [5, Proposition 4].
Proposition 8
If \(l_{1}\), \(l_{2}\) satisfy (8), then
Proof
Use \(\phi (\zeta )= - \ln \zeta \) in Theorem 2 to obtain the desired result, since in this case
□
Example 16
Select the set of real numbers as a time scale in Proposition 8 to obtain [13, Proposition 5].
Remark 13
Choose \(\gamma =1\) in Proposition 8 to obtain [5, Proposition 5].
In the following result, Theorem 3 is used to improve (33).
Proposition 9
If the assumptions of Theorem 3are true, then
Proof
Use \(\phi (\zeta )= - \ln \zeta \) in Theorem 3 to obtain the desired result, since in this case
for each \(\zeta \in [\mu _{1},\mu _{2}]\). □
Example 17
Select the set of real numbers as a time scale in Proposition 9 to obtain [13, Proposition 6].
Remark 14
Choose \(\gamma =1\) in Proposition 9 to obtain [5, Proposition 6].
4.3 Triangular discrimination via diamond integral
If we use \(\phi (\zeta )= \frac{(\zeta -1)^{2}}{ \zeta +1}\) in (6), then we obtain triangular discrimination.
Definition 7
Triangular discrimination via diamond integral can be defined as follows:
Proposition 10
If the assumptions of Theorem 1are true, then we have
Proof
Use \(\phi (\zeta )= \frac{(\zeta -1)^{2}}{ \zeta +1}\) in Theorem 1 to obtain
□
Example 18
Select the set of real numbers as time scale in Proposition 10 to obtain
Remark 15
Choose \(\gamma =1\) in Proposition 10 to obtain [5, Proposition 7].
The next result provides a new bound for triangular discrimination in q-calculus.
Example 19
Select \(\mathbb{T}= q^{\mathbb{N}_{0}}\) where \(q>1\), then \(\zeta = q^{m}\) for some \(m\in {\mathbb{N}_{0}}\). In Proposition 10, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) to obtain
Proposition 11
If the assumptions of Theorem 2are true, then we have
Proof
Use \(\phi (\zeta )= \frac{(\zeta -1)^{2}}{ \zeta +1}\) in Theorem 2 to obtain the desired result, since in this case
□
Proposition 12
If the assumptions of Theorem 3are true, then we have
Proof
Use \(\phi (\zeta )= \frac{(\zeta -1)^{2}}{ \zeta +1}\) in Theorem 3 to obtain the desired result, since in this case
for each \(\zeta \in [\mu _{1},\mu _{2}]\). □
4.4 Hellinger distance via diamond integral
If we use \(\phi (\zeta )= \frac{(\sqrt{\zeta}-1)^{2}}{ 2}\) in (6), then we obtain Hellinger distance.
Definition 8
Hellinger distance via diamond integral can be defined as follows:
Proposition 13
If the assumptions of Theorem 1are true, then we have
Proof
Use \(\phi (\zeta )= \frac{(\sqrt{\zeta}-1)^{2}}{ 2}\) in Theorem 1 to obtain
□
Remark 16
Choose \(\gamma =1\) in Proposition 13 to obtain [5, Proposition 10].
The next example provides a new bound for Hellinger discrimination in q-calculus.
Example 20
Select \(\mathbb{T}= q^{\mathbb{N}_{0}}\) where \(q>1\), then \(\zeta = q^{m}\) for some \(m\in {\mathbb{N}_{0}}\). In Proposition 13, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) to obtain
Proposition 14
If the assumptions of Theorem 2are true, then we have
Proof
Use \(\phi (\zeta )= \frac{(\sqrt{\zeta}-1)^{2}}{ 2}\) in Theorem 2 to obtain the desired result, since in this case
□
Example 21
Select the set of real numbers as a time scale in Proposition 14 to obtain [13, Proposition 8].
Remark 17
Choose \(\gamma =1\) in Proposition 14 to obtain [5, Proposition 11].
Proposition 15
If the assumptions of Theorem 3are true, then we have
Proof
Use \(\phi (\zeta )= \frac{(\sqrt{\zeta}-1)^{2}}{ 2}\) in Theorem 3 to obtain the desired result, since in this case
for each \(\zeta \in [\mu _{1},\mu _{2}]\). □
Remark 18
Choose \(\gamma =1\) in Proposition 15 to obtain [5, Proposition 12].
4.5 Jeffreys distance via diamond integral
If we use \(\phi (\zeta )= (\zeta -1)\ln \zeta \) in (6), then we obtain Jeffreys distance.
Definition 9
Jeffreys distance via diamond integral can be defined as follows:
Proposition 16
If
for each \(\zeta \in \mathbb{T}\), then
Proof
Use \(\phi (\zeta )= (\zeta -1)\ln \zeta \) in Theorem 1 to get
□
Example 22
Select \(q^{\mathbb{N}_{0}}\) with \(q>1\) as a time scale, then \(\zeta = q^{m}\) for some \(m\in {\mathbb{N}_{0}}\). Further, use \(a_{1}=q^{r}\) and \(a_{2}=q^{s}\) (\(r< s\)) in Proposition 16 to obtain
Proposition 17
If the assumptions of Theorem 2are true, then we have
Proof
Use \(\phi (\zeta )= (\zeta -1)\ln \zeta \) in Theorem 2 to obtain the desired result, since in this case
□
Proposition 18
If the assumptions of Theorem 3are true, then we have
Proof
Use \(\phi (\zeta )= (\zeta -1)\ln \zeta \) in Theorem 3 to obtain the desired result, since in this case
for each \(\zeta \in [\mu _{1},\nu _{2}]\). □
5 Conclusion
In this work, Csiszár f-divergence for diamond integral has been introduced. Some inequalities for Csiszár f-divergence have been proved. Bounds of different divergence measures have been obtained in terms of some special means by using particular convex functions. The proved results are generalizations of the results provided in [5, 13]. This idea can be used to study different divergence notions on time scales like Jensen–Shannon divergence and Rényi divergence, etc.
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MB initiated the work and made calculations. KAK supervised and validated the draft. AN deduced the existing results and finalized the draft. JP dealt with the formal analysis and investigation. All the authors read and approved the final manuscript.
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Bilal, M., Khan, K.A., Nosheen, A. et al. Some inequalities related to Csiszár divergence via diamond integral on time scales. J Inequal Appl 2023, 55 (2023). https://doi.org/10.1186/s13660-023-02966-6
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DOI: https://doi.org/10.1186/s13660-023-02966-6
MSC
- 39B62
- 26A33
- 05A30
Keywords
- Time scales calculus
- Quantum calculus
- Csiszár divergence
- Diamond integral