Approximations of Jensen divergence for twice differentiable functions

Journal of inequalities and applications

Eder Kikianty¹ 

关键词: divergence measure;    Jensen divergence;    inequality for real numbers;   

DOI  :  10.1186/1029-242X-2013-267

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

The Jensen divergence is used to measure the difference between two probability distributions. This divergence has been generalised to allow the comparison of more than two distributions. In this paper, we consider some bounds for generalised Jensen divergence of twice differentiable functions with bounded second derivatives. Evidently, these bounds provide approximations for the Jensen divergence of twice differentiable functions by the Jensen divergence of simpler functions such as the power functions and the paired entropies associated to the Harvda-Charvát functions. MSC:26D15, 94A17.

【 授权许可】

CC BY