On metric divergences of probability measures
Igor Vajda (2009)
Kybernetika
Similarity:
Standard properties of -divergences of probability measures are widely applied in various areas of information processing. Among the desirable supplementary properties facilitating employment of mathematical methods is the metricity of -divergences, or the metricity of their powers. This paper extends the previously known family of -divergences with these properties. The extension consists of a continuum of -divergences which are squared metric distances and which are mostly new...