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Title: Bound on extended $f$-divergences for a variety of classes (English)
Author: Cerone, Pietro
Author: Dragomir, Sever S.
Author: Österreicher, Ferdinand
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 40
Issue: 6
Year: 2004
Pages: [745]-756
Summary lang: English
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Category: math
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Summary: The concept of $f$-divergences was introduced by Csiszár in 1963 as measures of the ‘hardness’ of a testing problem depending on a convex real valued function $f$ on the interval $[0,\infty )$. The choice of this parameter $f$ can be adjusted so as to match the needs for specific applications. The definition and some of the most basic properties of $f$-divergences are given and the class of $\chi ^{\alpha }$-divergences is presented. Ostrowski’s inequality and a Trapezoid inequality are utilized in order to prove bounds for an extension of the set of $f$-divergences. The class of $\chi ^{\alpha }$-divergences and four further classes of $f$-divergences are used in order to investigate limitations and strengths of the inequalities derived. (English)
Keyword: $f$-divergences
Keyword: bounds
Keyword: Ostrowki’s inequality
MSC: 62B10
MSC: 62E99
MSC: 94A17
idZBL: Zbl 1244.62005
idMR: MR2120395
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Date available: 2009-09-24T20:05:54Z
Last updated: 2015-03-23
Stable URL: http://hdl.handle.net/10338.dmlcz/135631
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