Some New $f$-Divergence Measures and Their Basic Properties

Authors : Sever Dragomır

Pages : 43-59

Doi:10.36753/mathenot.1362706

View : 144 | Download : 141

Publication Date : 2024-04-14

Article Type : Research Paper

Abstract :In this paper, we introduce some new $f$-divergence measures that we call $t$-\\textit{asymmetric/symmetric divergence measure} and\\textit{\\ integral divergence measure, }establish their joint convexity and provide some inequalities that connect these $f$-divergences to the classical one introduced by Csiszar in 1963. Applications for the \\textit{dichotomy class} of convex functions are provided as well.
Keywords : f divergence measures, Hellinger discrimination, HH f divergence measures, Jeffrey, Kullback Leibler divergence, chi ^ 2 divergence

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