Approximations of Jensen divergence for twice differentiable functions

作者：Kikianty Eder^*; Dragomir Sever S; Dintoe Isia T; Sherwell David

来源：Journal of Inequalities and Applications, 2013, 2013(1): 1-12.

DOI：10.1186/1029-242X-2013-267

• divergence measure
• Jensen divergence
• inequality for real numbers

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-Charvat functions. %26lt;br%26gt;MSC: 26D15, 94A17.

• 出版日期2013