Alphabeta Math
CounterexampleConstruction: Literature-sourcedVerification: AI-generatedPipeline-generatedjudge pass (gpt-6-luna)
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Finite KL divergence is directional and may be infinite

Statement refuted

For every pair of finite probability vectors p,q on the same alphabet, D(p∥q)=D(q∥p).

Facts & Assumptions

Given: The finite KL convention and 0<ε<1.

[F1]

Finite distributions, entropy, divergence, and stochastic matrices: D(p∥q)=∑i:pi>0piln⁡(pi/qi), with +∞ if pi>0=qi for some coordinate.

[F2]

Finite KL divergence is nonnegative with equality exactly at equal laws: finite KL is nonnegative and is zero exactly for equal probability vectors.

Counterexample

Given: Take the alphabet {0,1}, p=δ0, q=(ε,1−ε), and 0<ε<1.

1.1givenF1F2algebra

The support of p is contained in that of q because q0=ε>0. By [F1], D(p∥q)=1⋅ln⁡(1/ε)=−ln⁡ε, a finite real number. Since p≠q, [F2] makes this value strictly positive, consistent with the formula.

2.1givenF1step 1.1cases

The second coordinate has q1=1−ε>0=p1. Thus [F1] gives D(q∥p)=+∞. The two directions are unequal, which refutes the statement.

3.1F1construct∎

For the separate disjoint point masses p=δ0 and q=δ1, coordinate 0 has p0>0=q0 and coordinate 1 has q1>0=p1; applying [F1] in each direction gives D(p∥q)=D(q∥p)=+∞. This records the disjoint-support boundary.

Depends on

Used by

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Dependency tree · two levels

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