Literature DB >> 33287092

Strongly Convex Divergences.

James Melbourne1.   

Abstract

We consider a sub-class of the f-divergences satisfying a stronger convexity property, which we refer to as strongly convex, or κ-convex divergences. We derive new and old relationships, based on convexity arguments, between popular f-divergences.

Entities:  

Keywords:  Bayes risk; Jensen–Shannon divergence; Pinsker’s inequality; convexity; f-divergence; hypothesis testing; information measures; skew-divergence; total variation

Year:  2020        PMID: 33287092     DOI: 10.3390/e22111327

Source DB:  PubMed          Journal:  Entropy (Basel)        ISSN: 1099-4300            Impact factor:   2.524


  1 in total

1.  Divergence Measures: Mathematical Foundations and Applications in Information-Theoretic and Statistical Problems.

Authors:  Igal Sason
Journal:  Entropy (Basel)       Date:  2022-05-16       Impact factor: 2.738

  1 in total

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