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For a strictly convex function F, we define the Jensen divergence (also called Burbea-Rao divergence) as :
This class includes the celebrated Jensen-Shannon divergence. More math to come hopefully. I shall also try to set up mathjax soon... -:)
Another test on Chernoff information.
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For a strictly convex function F, we define the Jensen divergence (also called Burbea-Rao divergence) as :
This class includes the celebrated Jensen-Shannon divergence.
More math to come hopefully. I shall also try to set up mathjax soon... -:)
Another test on Chernoff information.