Optimal Bounds between f-Divergences and Integral Probability Metrics

OptimalBoundsbetweenf-DivergencesandIntegralProbabilityMetricsRohitAgrawal1ThibautHorel2Abstractdivergencebetweentwodistributionsµandνasanav-eragecostofthelikelihoodratio,thatis,Iφ(µν):=Thefam...