Information geometry and its applications

Pescara - 1-5 July 2002


Abstract

July 2 - 16.40-17.10
J. Zhang - Information Divergence and Convex Analysis

An observation is made that information divergence in various forms (Amari, 1985; Zhu and Rohwer, 1995; Kass and Vos, 1997) arise naturally from basic inequalities and duality in convex analysis. Some new families of divergence can be introduced that would include the alpha-divergence as a special case. [an error occurred while processing this directive]