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There are three classical divergence measures known in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber \cite{jef} \cite{kul} \textit{J-divergence}. Sibson-Burbea-Rao \cite{sib} \cite{bur1,…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja

There are three classical divergence measures in the literature on information theory and statistics, namely, Jeffryes-Kullback-Leiber's J-divergence, Sibson-Burbea-Rao's Jensen-Shannon divegernce and Taneja's arithemtic-geometric mean…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja

There are three classical divergence measures exist in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber J-divergence. Sibson-Burbea-Rao Jensen-Shannon divegernce and Taneja arithemtic-geometric…

Information Theory · Computer Science 2011-09-27 Inder Jeet Taneja

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leibler (1951) relative information and Jeffreys (1951) J-divergence. Sibson (1969)…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

Recently, Taneja studied two one parameter generalizations of J-divergence, Jensen-Shannon divergence and Arithmetic-Geometric divergence. These two generalizations in particular contain measures like: Hellinger discrimination, symmetric…

Information Theory · Computer Science 2011-05-16 G. A. T. F. da Costa , Inder Jeet Taneja

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber's (1951)relative information and Jeffreys (1946) J-divergence, Information…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

In this paper we have considered a single inequality having 11 known divergence measures. This inequality include measures like: Jeffryes-Kullback-Leiber J-divergence, Jensen-Shannon divergence (Burbea-Rao, 1982), arithmetic-geometric mean…

Information Theory · Computer Science 2012-05-08 Inder Jeet Taneja

This paper extends the asymmetric Kullback-Leibler divergence and symmetric Jensen-Shannon divergence from two probability measures to the case of two sets of probability measures. We establish some fundamental properties of these…

Probability · Mathematics 2025-10-31 Xinpeng Li , Miao Yu

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber relative information and Jeffreys J-divergence. The measures like, Bhattacharya…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

Arithmetic, geometric and harmonic means are the three classical means famous in the literature. Another mean such as square-root mean is also known. In this paper, we have constructed divergence measures based on nonnegative differences…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja

In this paper we shall consider one parametric generalization of some non-symmetric divergence measures. The \textit{non-symmetric divergence measures} are such as: Kullback-Leibler \textit{relative information}, $\chi…

Statistics Theory · Mathematics 2007-06-13 Pranesh Kumar , Inder Jeet Taneja

In this paper we have considered two one parametric generalizations. These two generalizations have in articular the well known measures such as: J-divergence, Jensen-Shannon divergence and Arithmetic-Geometric mean divergence. These three…

Information Theory · Computer Science 2011-05-02 Inder Jeet Taneja

In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are \textit{relative information}, $\chi ^2 - $\textit{divergence}, \textit{relative J-divergence}, \textit{relative…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja , Pranesh Kumar

Comparing probability distributions is an indispensable and ubiquitous task in machine learning and statistics. The most common way to compare a pair of Borel probability measures is to compute a metric between them, and by far the most…

Statistics Theory · Mathematics 2022-02-01 Yuhang Cai , Lek-Heng Lim

This work studies the Geometric Jensen-Shannon divergence, based on the notion of geometric mean of probability measures, in the setting of Gaussian measures on an infinite-dimensional Hilbert space. On the set of all Gaussian measures…

Probability · Mathematics 2025-06-13 Minh Ha Quang , Frank Nielsen

The Jensen-Shannon divergence is a renown bounded symmetrization of the unbounded Kullback-Leibler divergence which measures the total Kullback-Leibler divergence to the average mixture distribution. However the Jensen-Shannon divergence…

Information Theory · Computer Science 2022-09-21 Frank Nielsen

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

Information Theory · Computer Science 2020-10-22 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

$f$-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler…

Statistics Theory · Mathematics 2013-10-16 Adityanand Guntuboyina , Sujayam Saha , Geoffrey Schiebinger

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Statistics Theory · Mathematics 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues
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