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.
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