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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

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…

信息论 · 计算机科学 2017-05-05 Frank Nielsen , Richard Nock

The Jensen-Shannon divergence is a renown bounded symmetrization of the Kullback-Leibler divergence which does not require probability densities to have matching supports. In this paper, we introduce a vector-skew generalization of the…

信息论 · 计算机科学 2020-10-01 Frank Nielsen

We present a novel class of divergences induced by a smooth convex function called total Jensen divergences. Those total Jensen divergences are invariant by construction to rotations, a feature yielding regularization of ordinary Jensen…

信息论 · 计算机科学 2022-12-06 Frank Nielsen , Richard Nock

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

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

We introduce a novel parametric family of symmetric information-theoretic distances based on Jensen's inequality for a convex functional generator. In particular, this family unifies the celebrated Jeffreys divergence with the…

计算机视觉与模式识别 · 计算机科学 2011-12-20 Frank Nielsen

We introduce a new one-parameter family of divergence measures, called bounded Bhattacharyya distance (BBD) measures, for quantifying the dissimilarity between probability distributions. These measures are bounded, symmetric and positive…

Distances are fundamental primitives whose choice significantly impacts the performances of algorithms in machine learning and signal processing. However selecting the most appropriate distance for a given task is an endeavor. Instead of…

机器学习 · 计算机科学 2020-10-01 Frank Nielsen , Richard Nock

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…

信息论 · 计算机科学 2011-09-27 Inder Jeet Taneja

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

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…

信息论 · 计算机科学 2011-04-01 Inder Jeet Taneja

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…

统计理论 · 数学 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu

We describe a framework to build distances by measuring the tightness of inequalities, and introduce the notion of proper statistical divergences and improper pseudo-divergences. We then consider the H\"older ordinary and reverse…

机器学习 · 计算机科学 2017-04-05 Frank Nielsen , Ke Sun , Stéphane Marchand-Maillet

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…

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

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 purpose of this paper is twofold. On a technical side, we propose an extension of the Hausdorff distance from metric spaces to spaces equipped with asymmetric distance measures. Specifically, we focus on the family of Bregman…

机器学习 · 计算机科学 2025-04-11 Tuyen Pham , Hana Dal Poz Kouřimská , Hubert Wagner

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

The geometric Jensen--Shannon divergence (G-JSD) gained popularity in machine learning and information sciences thanks to its closed-form expression between Gaussian distributions. In this work, we introduce an alternative definition of the…

信息论 · 计算机科学 2025-09-19 Frank Nielsen

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,…

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