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Blended φ -divergences with examples

Václav Kůs (2003)

Kybernetika

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. Several examples...

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