%0 Journal Article %1 nielsen2010family %A Nielsen, Frank %D 2010 %K divergences entropy readings %T A family of statistical symmetric divergences based on Jensen's inequality %U http://arxiv.org/abs/1009.4004 %X We introduce a novel parametric family of symmetric information-theoretic distances based on Jensen's inequality for a convex functional generator. In particular, this family unifies the celebrated Jeffreys divergence with the Jensen-Shannon divergence when the Shannon entropy generator is chosen. We then design a generic algorithm to compute the unique centroid defined as the minimum average divergence. This yields a smooth family of centroids linking the Jeffreys to the Jensen-Shannon centroid. Finally, we report on our experimental results.

@article{nielsen2010family, abstract = {We introduce a novel parametric family of symmetric information-theoretic distances based on Jensen's inequality for a convex functional generator. In particular, this family unifies the celebrated Jeffreys divergence with the Jensen-Shannon divergence when the Shannon entropy generator is chosen. We then design a generic algorithm to compute the unique centroid defined as the minimum average divergence. This yields a smooth family of centroids linking the Jeffreys to the Jensen-Shannon centroid. Finally, we report on our experimental results.}, added-at = {2019-12-11T14:48:28.000+0100}, author = {Nielsen, Frank}, biburl = {https://www.bibsonomy.org/bibtex/298a7ce4e590bb9fecb3df21d0bf1dd49/kirk86}, description = {[1009.4004] A family of statistical symmetric divergences based on Jensen's inequality}, interhash = {5ea92bf5338b649bbcfa04a0dba46257}, intrahash = {98a7ce4e590bb9fecb3df21d0bf1dd49}, keywords = {divergences entropy readings}, note = {cite arxiv:1009.4004Comment: 15 pages, 2 figure}, timestamp = {2019-12-11T14:48:40.000+0100}, title = {A family of statistical symmetric divergences based on Jensen's inequality}, url = {http://arxiv.org/abs/1009.4004}, year = 2010 }