On a generalization of the Jensen-Shannon divergence and the JS-symmetrization of distances relying on abstract means

8 Apr 2019Frank Nielsen

The Jensen-Shannon divergence is a renown bounded symmetrization of the unbounded Kullback-Leibler divergence which measures the total Kullback-Leibler divergence to the average mixture distribution. However the Jensen-Shannon divergence between Gaussian distributions is not available in closed-form... (read more)

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