A single algebraic mixed-coincidence identity is proved that recovers Sanov decompositions, Chernoff information, PAC-Bayes bounds, and Renyi variational formulas as special cases while generalizing them to any number of priors.
Martyn, Michael T
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A single algebraic mixed-coincidence identity is proved that recovers Sanov decompositions, Chernoff information, PAC-Bayes bounds, and Renyi variational formulas as special cases while generalizing them to any number of priors.