Some New $f$-Divergence Measures and Their Basic Properties

Year 2024, , 43 - 59, 14.04.2024

Sever Dragomır

https://doi.org/10.36753/mathenot.1362706

Abstract

In this paper, we introduce some new $f$-divergence measures that we call $t$-\textit{asymmetric/symmetric divergence measure} and\textit{\ integral divergence measure, }establish their joint convexity and provide some inequalities that connect these $f$-divergences to the classical one introduced by Csiszar in 1963. Applications for the \textit{dichotomy class} of convex functions are provided as well.

Keywords

$f$-divergence measures, Hellinger discrimination, HH $f$-divergence measures, Jeffrey, Kullback-Leibler divergence, $\chi ^{2}$-divergence

References

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