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Aug 26, 2010

Testing Math in my blog....

Post @ 11:13:56 | test

For a strictly convex function F, we define the Jensen divergence (also called Burbea-Rao divergence) as :

$\mathrm{Jensen}_F(p,q) = \frac{F(p)+F(q)}{2} - F\left(\frac{p+q}{2}\right) $

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.