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Generalized Pinsker Inequality for Bregman Divergences of...
Guglielmo Beretta, Tommaso Cesari, Roberto Colomboni · 2026-02-05 · via cs.IT updates on arXiv.org

The Pinsker inequality lower bounds the Kullback--Leibler divergence $D_{\textrm{KL}}$ in terms of total variation and provides a canonical way to convert $D_{\textrm{KL}}$ control into $\lVert \cdot \rVert_1$-control. Motivated by applications to probabilistic prediction with Tsallis losses and online learning, we establish a generalized Pinsker inequality for the Bregman divergences $D_α$ generated by the negative $α$-Tsallis entropies -- also known as $β$-divergences. Specifically, for any $p$, $q$ in the relative interior of the probability simplex $Δ^K$, we prove the sharp bound \[ D_α(p\Vert q) \ge \frac{C_{α,K}}{2}\cdot \|p-q\|_1^2, \] and we determine the optimal constant $C_{α,K}$ explicitly for every choice of $(α,K)$.