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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

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 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 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

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 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

Here we examine some connections between the notions of generalized arithmetic means, geodesics, Lagrange-Hamilton dynamics and Bregman divergences. In a previous paper we developed a predictive interpretation of generalized arithmetic…

Optimization and Control · Mathematics 2020-07-31 Henryk Gzyl

A general divergence measure for monotonic functions is introduced. Its connections with the f-divergence for convex functions are explored. The main properties are pointed out.

Probability · Mathematics 2007-05-23 Sever Silvestru Dragomir

In this paper, the concept of the classical $f$-divergence (for a pair of measures) is extended to the mixed $f$-divergence (for multiple pairs of measures). The mixed $f$-divergence provides a way to measure the difference between multiple…

Information Theory · Computer Science 2013-04-26 Elisabeth M. Werner , Deping Ye

In this paper, the concept of the classical $f$-divergence for a pair of measures is extended to the mixed $f$-divergence for multiple pairs of measures. The mixed $f$-divergence provides a way to measure the difference between multiple…

Probability · Mathematics 2016-06-29 Elisabeth M. Werner , Deping Ye

Comparative convexity is a generalization of convexity relying on abstract notions of means. We define the Jensen divergence and the Jensen diversity from the viewpoint of comparative convexity, and show how to obtain the generalized…

Information Theory · Computer Science 2017-05-05 Frank Nielsen , Richard Nock

Measuring distances in a multidimensional setting is a challenging problem, which appears in many fields of science and engineering. In this paper, to measure the distance between two multivariate distributions, we introduce a new measure…

Methodology · Statistics 2024-11-05 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

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

This article demonstrates how a large number of efficiency measures known in the literature in production economics can be interpreted through the notion of utility function, based on the concept of Stone-Geary utility. Several…

Theoretical Economics · Economics 2026-04-02 Walter Briec

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

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

In this note we present a refinement of the AM-GM inequality, and then we estimate in a special case the typical size of the improvement.

Classical Analysis and ODEs · Mathematics 2009-10-30 J. M. Aldaz

Given a random variable $X$ and considered a family of its possible distortions, we define two new measures of distance between $X$ and each its distortion. For these distance measures, which are extensions of the Gini's mean difference,…

Probability · Mathematics 2023-10-09 Marco Capaldo , Antonio Di Crescenzo , Franco Pellerey

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
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