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Strongly Convex Divergences

We consider a sub-class of the f-divergences satisfying a stronger convexity property, which we refer to as strongly convex, or [Formula: see text]-convex divergences. We derive new and old relationships, based on convexity arguments, between popular f-divergences.

Detalles Bibliográficos
Autor principal: Melbourne, James
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7712413/
https://www.ncbi.nlm.nih.gov/pubmed/33287092
http://dx.doi.org/10.3390/e22111327
Descripción
Sumario:We consider a sub-class of the f-divergences satisfying a stronger convexity property, which we refer to as strongly convex, or [Formula: see text]-convex divergences. We derive new and old relationships, based on convexity arguments, between popular f-divergences.