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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

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 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

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 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

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 Arithmetic-Geometric…

Information Theory · Computer Science 2011-04-01 Inder Jeet Taneja

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

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

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

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

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

In this paper we have considered a difference of Jensen's inequality for convex functions and proved some of its properties. In particular, we have obtained results for Csisz\'{a}r \cite{csi1} $f-$divergence. A result is established that…

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

In this paper we shall consider some famous means such as arithmetic, harmonic, geometric, logarithmic means, etc. Inequalities involving logarithmic mean with differences among other means are presented

Information Theory · Computer Science 2011-03-15 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

Using Blackwell's definition of comparing two experiments, a comparison is made with \textit{generalized AG - divergence} measure having one and two scalar parameters. Connection of \textit{generalized AG - divergence} measure with…

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

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

From geometrical point of view, Eve (2003) studied seven means. These means are Harmonic, Geometric, Arithmetic, Heronian, Contra-harmonic, Root-mean square and Centroidal mean. We have considered for the first time a new measure calling…

Information Theory · Computer Science 2012-03-14 Inder Jeet Tameja

In 1938, Gini studied a mean having two parameters. Later, many authors studied properties of this mean. In particular, it contains the famous means as harmonic, geometric, arithmetic, etc. Here we considered a sequence of inequalities…

Information Theory · Computer Science 2011-11-04 Inder Jeet Taneja

In this paper, we introduce new classes of divergences by extending the definitions of the Bregman divergence and the skew Jensen divergence. These new divergence classes (g-Bregman divergence and skew g-Jensen divergence) satisfy some…

Statistics Theory · Mathematics 2018-09-21 Tomohiro Nishiyama

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
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