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We first introduce the class of strictly quasiconvex and strictly quasiconcave Jensen divergences which are oriented (asymmetric) distances, and study some of their properties. We then define the strictly quasiconvex Bregman divergences as…

信息论 · 计算机科学 2019-10-08 Frank Nielsen , Gaëtan Hadjeres

We introduce a novel family of distances, called the chord gap divergences, that generalizes the Jensen divergences (also called the Burbea-Rao distances), and study its properties. It follows a generalization of the celebrated statistical…

机器学习 · 计算机科学 2017-11-15 Frank Nielsen

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…

最优化与控制 · 数学 2020-07-31 Henryk Gzyl

Motivated by the characterization theorem about the Jensen convexity of quasiarithmetic means obtained by the authors in 2021, our main goal is to establish a characterization of the Jensen convexity of quasideviation as well as of…

经典分析与常微分方程 · 数学 2023-02-21 Zsolt Páles , Paweł Pasteczka

We study the centroid with respect to the class of information-theoretic Burbea-Rao divergences that generalize the celebrated Jensen-Shannon divergence by measuring the non-negative Jensen difference induced by a strictly convex and…

信息论 · 计算机科学 2015-03-17 Frank Nielsen , Sylvain Boltz

In this article we give some improvements and generalizations of the famous Jensen's and Jensen-Mercer inequalities for twice differentiable functions, where convexity property of the target function is not assumed in advance. They…

经典分析与常微分方程 · 数学 2020-11-24 Slavko Simic

In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…

统计理论 · 数学 2018-09-06 Luc Pronzato , Henry Wynn , Anatoly Zhigljavsky

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…

信息论 · 计算机科学 2022-09-21 Frank Nielsen

In recent papers the convexity of quasiarithmetic means was characterized under twice differentiability assumptions. One of the main goals of this paper is to show that the convexity or concavity of a quasiarithmetic mean implies the the…

经典分析与常微分方程 · 数学 2020-11-23 Zsolt Páles , Paweł Pasteczka

Considering the weighted concept of majorization, Sherman obtained generalization of majorization inequality for convex functions known as Sherman's inequality. We extend Sherman's result to the class of n-strongly convex functions using…

经典分析与常微分方程 · 数学 2019-05-21 Slavica Ivelić Bradanović

Bregman divergences generalize measures such as the squared Euclidean distance and the KL divergence, and arise throughout many areas of machine learning. In this paper, we focus on the problem of approximating an arbitrary Bregman…

机器学习 · 统计学 2020-11-04 Ali Siahkamari , Xide Xia , Venkatesh Saligrama , David Castanon , Brian Kulis

The paper introduces scaled Bregman distances of probability distributions which admit non-uniform contributions of observed events. They are introduced in a general form covering not only the distances of discrete and continuous stochastic…

信息论 · 计算机科学 2021-05-12 Wolfgang Stummer , Igor Vajda

We generalize the Jensen-Shannon divergence by considering a variational definition with respect to a generic mean extending thereby the notion of Sibson's information radius. The variational definition applies to any arbitrary distance and…

信息论 · 计算机科学 2021-04-16 Frank Nielsen

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…

统计理论 · 数学 2018-09-21 Tomohiro Nishiyama

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…

统计理论 · 数学 2007-06-13 Inder Jeet Taneja

The measurement of distance between two objects is generalized to the case where the objects are no longer points but are one-dimensional. Additional concepts such as non-extensibility, curvature constraints, and non-crossing become central…

软凝聚态物质 · 物理学 2008-03-04 Steven S. Plotkin

A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear…

统计方法学 · 统计学 2020-08-18 Kevin P. Josey , Elizabeth Juarez-Colunga , Fan Yang , Debashis Ghosh

The Jensen inequality is a widely used tool in a multitude of fields, such as for example information theory and machine learning. It can be also used to derive other standard inequalities such as the inequality of arithmetic and geometric…

信息论 · 计算机科学 2021-11-15 Gerhard Wunder , Benedikt Groß , Rick Fritschek , Rafael F. Schaefer

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…

统计理论 · 数学 2007-06-13 Inder Jeet Taneja

Some mathematical inequalities among various weighted means are studied. Inequalities on weighted logarithmic mean are given. Besides, the gap in Jensen's inequality is studied as a convex function approach. Consequently, some non-trivial…

经典分析与常微分方程 · 数学 2022-11-08 Shigeru Furuichi , Kenjiro Yanagi , Hamid Reza Moradi
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