On power chi expansions of $f$-divergences

14 Mar 2019  ·  Frank Nielsen, Gaëtan Hadjeres ·

We consider both finite and infinite power chi expansions of $f$-divergences derived from Taylor's expansions of smooth generators, and elaborate on cases where these expansions yield closed-form formula, bounded approximations, or analytic divergence series expressions of $f$-divergences.

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