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PreprintarXiv licencearXiv

A Complete Characterization of Tensorizable f-divergences

Abstract

Csiszar's formulation of the f-divergence introduced a vast family of functionals for quantifying dissimilarity between probability distributions. However, many applications in statistics and information theory rely only on a few f-divergences, such as the Kullback-Leibler divergence, the χ2-divergence, and the squared Hellinger distance. These divergences are especially useful because they admit simple compositional formulas under product measures, a property sometimes referred to as tensorization. In this work, we refine a formalism of tensorization previously introduced in the literature. Then, we show that any possible tensorization formula has a multi-affine form characterized by a single parameter, and identify all tensorizable f-divergences under our adopted notion of tensorization.

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BibTeX
@misc{cruz2026complete,
  title = {{A Complete Characterization of Tensorizable $f$-divergences}},
  author = {Rodrigo Cruz and Flavio P. Calmon and Qian Yu},
  howpublished = {arXiv},
  year = {2026},
  month = aug,
  doi = {10.48550/arxiv.2608.28556},
  eprint = {2608.28556},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2608.28556},
}
RIS
TY  - UNPB
TI  - A Complete Characterization of Tensorizable f-divergences
AU  - Rodrigo Cruz
AU  - Flavio P. Calmon
AU  - Qian Yu
PY  - 2026
DA  - 2026/08/28
PB  - arXiv
DO  - 10.48550/arxiv.2608.28556
UR  - https://arxiv.org/abs/2608.28556
AB  - Csiszar's formulation of the f-divergence introduced a vast family of functionals for quantifying dissimilarity between probability distributions. However, many applications in statistics and information theory rely only on a few f-divergences, such as the Kullback-Leibler divergence, the χ^2-divergence, and the squared Hellinger distance. These divergences are especially useful because they admit simple compositional formulas under product measures, a property sometimes referred to as tensorization. In this work, we refine a formalism of tensorization previously introduced in the literature. Then, we show that any possible tensorization formula has a multi-affine form characterized by a single parameter, and identify all tensorizable f-divergences under our adopted notion of tensorization.
ER  -