On The Equivalence of Projections In Relative $α$-Entropy and Rényi Divergence (1701.06347v3)

Abstract: The aim of this work is to establish that two recently published projection theorems, one dealing with a parametric generalization of relative entropy and another dealing with R\'{e}nyi divergence, are equivalent under a correspondence on the space of probability measures. Further, we demonstrate that the associated "Pythagorean" theorems are equivalent under this correspondence. Finally, we apply Eguchi's method of obtaining Riemannian metrics from general divergence functions to show that the geometry arising from the above divergences are equivalent under the aforementioned correspondence.