Title:
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Bound on extended $f$-divergences for a variety of classes (English) |
Author:
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Cerone, Pietro |
Author:
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Dragomir, Sever S. |
Author:
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Österreicher, Ferdinand |
Language:
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English |
Journal:
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Kybernetika |
ISSN:
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0023-5954 |
Volume:
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40 |
Issue:
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6 |
Year:
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2004 |
Pages:
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[745]-756 |
Summary lang:
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English |
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Category:
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math |
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Summary:
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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:
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$f$-divergences |
Keyword:
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bounds |
Keyword:
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Ostrowki’s inequality |
MSC:
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62B10 |
MSC:
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62E99 |
MSC:
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94A17 |
idZBL:
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Zbl 1244.62005 |
idMR:
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MR2120395 |
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Date available:
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2009-09-24T20:05:54Z |
Last updated:
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2015-03-23 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/135631 |
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Reference:
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Reference:
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Reference:
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Reference:
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Reference:
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