Computational Information Geometry Wonderland

Professor Shun-ichi Amari recently gave a talk at Ecole Polytechnique on information geometry. The latter point of his talk characterizes interestingly the alpha-divergences on positive measures (non-normalized distributions) as the intersection of f-divergences and Bregman divergences.

http://videolectures.net/etvc08_paris/

Of course, on probability measures, only the Kullback-Leibler divergence lies in the common intersection (and its dual).