Generalized Bregman and Jensen divergences which include some f-divergences

19 Aug 2018Tomohiro Nishiyama

In this paper, we introduce new classes of divergences by extending the definitions of the Bregman divergence and the skew Jensen divergence. These new divergence classes (g-Bregman divergence and skew g-Jensen divergence) satisfy some properties similar to the Bregman or skew Jensen divergence... (read more)

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