On a Generalization of the Jensen–Shannon Divergence and the Jensen–Shannon Centroid

On a Generalization of the Jensen–Shannon Divergence and the Jensen–Shannon Centroid

The Jensen&#8722;Shannon divergence is a renown bounded symmetrization of the Kullback&#8722;Leibler divergence which does not require probability densities to have matching supports. In this paper, we introduce a vector-skew generalization of the scalar <inline-formula> <math displ...

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Bibliographic Details
Main Author: Frank Nielsen
Format: Article
Language:English
Published: MDPI AG 2020-02-01
Series:Entropy
Subjects:
bregman divergence
<i>f</i>-divergence
jensen–bregman divergence
jensen diversity
jensen–shannon divergence
capacitory discrimination
jensen–shannon centroid
mixture family
information geometry
difference of convex (dc) programming
Online Access:https://www.mdpi.com/1099-4300/22/2/221

Internet

https://www.mdpi.com/1099-4300/22/2/221

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