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R\'enyi divergence is related to R\'enyi entropy much like information divergence (also called Kullback-Leibler divergence or relative entropy) is related to Shannon's entropy, and comes up in many settings.
A. Rényi, “On measures of entropy and information,” in Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability
1961
Earlier work this paper cites.
New York: Academic Press, 1979
A. W. Marshall and I. Olkin, Inequalities: Theory of Majorization and its Applications · 1979
Earlier work this paper cites.
D. Aldous and P. Diaconis, “Strong uniform times and finite random walks,” Advances in Applied Mathematics
1987
Earlier work this paper cites.
Wiley, 1991
T. Cover and J. A. Thomas, Elements of Information Theory · 1991
Earlier work this paper cites.
E. Arikan, “An inequality on guessing and its application to sequential decoding,” IEEE Trans. Inform. Theory
1996
Cited alongside, same era.
A. L. Gibbs and F. E. Su, “On choosing and bounding probability metrics,” International Statistical Review
2002
Cited alongside, same era.
F. Cicalese and U. Vaccaro, “Supermodularity and subadditivity of the entropy on the majorization lattice,” IEEE Trans. Inform. Theory
2002
Cited alongside, same era.
P. Harremoës, “A new look on majorization,” in Proceedings ISITA 2004
2004
Cited alongside, same era.
2004
Later among the works it cites.
P. Harremoës, “Interpretations of Rényi entropies and divergences,” Physica A: Statistical Mechanics and its Applications
2006
Later among the works it cites.
F. Liese and I. Vajda, “On divergence and informations in statistics and information theory,” IEEE Tranns. Inform. Theory
2006
Later among the works it cites.
To appear in a special Issue entitled ”Entropy in Model Reduction”
A. N. Gorban, P. A. Gorban, and G. Judge, “The markov ordering approach,” Entropy · 2010
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