EconPapers    
Economics at your fingertips  
 

Generalized Bregman and Jensen divergences which include some f-divergences

Tomohiro Nishiyama

No ybmdx, OSF Preprints from Center for Open Science

Abstract: In this paper, we introduce new classes of divergences by extending the definitions of the Bregman divergence and the skew Jensen divergence. These new divergence classes (g-Bregman divergence and skew g-Jensen divergence) satisfy some properties similar to the Bregman or skew Jensen divergence. We show these g-divergences include divergences which belong to a class of f-divergence (the Hellinger distance, the chi-square divergence and the alpha-divergence in addition to the Kullback-Leibler divergence). Moreover, we derive an inequality between the g-Bregman divergence and the skew g-Jensen divergence and show this inequality is a generalization of Lin's inequality.

Date: 2018-08-09
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://osf.io/download/5b6d990a52fa4200165c6e56/

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:ybmdx

DOI: 10.31219/osf.io/ybmdx

Access Statistics for this paper

More papers in OSF Preprints from Center for Open Science
Bibliographic data for series maintained by OSF (contact@cos.io).

 
Page updated 2024-12-28
Handle: RePEc:osf:osfxxx:ybmdx