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Th) Pinsker’s Inequality $\forall$ ( P, Q ): probability distributions on measurable space $( U, \Sigma )$, $\delta(P, Q) \leq \sqrt{\frac{1}{2} D_{\text{KL}}(P \| Q)}$ $\delta(P, Q)$ : Total variation $D_{\text{KL}}(P \| Q)$ : KL divergence Proof) I only prove for discrete case. A special case of Pinsker’s Inequality first be prov...