Displaying similar documents to “On metric divergences of probability measures”

Blended φ -divergences with examples

Václav Kůs (2003)

Kybernetika

Similarity:

Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences D 0 and D 1 given in advance....

Bound on extended f -divergences for a variety of classes

Pietro Cerone, Sever Silvestru Dragomir, Ferdinand Österreicher (2004)

Kybernetika

Similarity:

The concept of f -divergences was introduced by Csiszár in 1963 as measures of the ‘hardness’ of a testing problem depending on a convex real valued function f on the interval [ 0 , ∞ ) . The choice of this parameter f can be adjusted so as to match the needs for specific applications. The definition and some of the most basic properties of f -divergences are given and the class of χ α -divergences is presented. Ostrowski’s inequality and a Trapezoid inequality are utilized in order to prove bounds...

Bounds for f -divergences under likelihood ratio constraints

Sever Silvestru Dragomir (2003)

Applications of Mathematics

Similarity:

In this paper we establish an upper and a lower bound for the f -divergence of two discrete random variables under likelihood ratio constraints in terms of the Kullback-Leibler distance. Some particular cases for Hellinger and triangular discimination, χ 2 -distance and Rényi’s divergences, etc. are also considered.