Computational Information Geometry Wonderland

The Burbea-Rao centroids allows one to compute the Bhattacharyya distance of exponential families in closed forms. Moreover, by skewing the Burbea-Rao divergence, we obtain Bregman divergences in limit cases (and Kullback-Leibler divergence on exponential families). Today, at ICPR, we will present a simple algorithm to compute those Burbea-Rao centroids using the concave-convex procedure (CCCP).

All details:

• The Arxiv report: The Burbea-Rao and Bhattacharyya centroids
• The presentation slides BRcentroid-ICPR2010-Pres.pdf (20 minutes)

Frank.