On Jensen–Rényi and Jeffreys–Rényi type f-divergences induced by convex functions

Paweł A. Kluza

Physica A: Statistical Mechanics and its Applications, 2020, vol. 548, issue C

Abstract: In this paper, Rényi type f-divergences like Jensen–Rényi and Jeffreys–Rényi are studied for convex functions. Some comparison theorems for two divergences are provided. The obtained results imply for introduced divergences some new inequalities corresponding to nonnegative convex functions. Some examples of known entropies are introduced in order to show a few applications of new divergences.

Keywords: Convex function; Csiszár f-divergence; Rényi f-divergence; Jensen–Rényi divergence; Jeffreys–Rényi divergence; Column stochastic matrix (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437119314475

DOI: 10.1016/j.physa.2019.122527

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