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A Refinement of Jensen's Inequality with Applications for f-Divergence Measures

Dragomir, Sever S (2007) A Refinement of Jensen's Inequality with Applications for f-Divergence Measures. Research report collection, 10 (Supp).

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Abstract

A refinement of the discrete Jensen’s inequality for convex functions defined on a convex subset in linear spaces is given. Application for f-divergence measures including the Kullback-Leibler and Jeffreys divergences are provided as well.

Item Type: Article
Uncontrolled Keywords: convex functions, Jensen's inequality, f-divergence measures, Kullback-Leibler divergence, Jeffreys divergence
Subjects: FOR Classification > 0101 Pure Mathematics
Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Depositing User: Research Group in Mathematical Inequalities and Applications
Date Deposited: 10 Feb 2012 04:34
Last Modified: 24 May 2013 04:12
URI: http://vuir.vu.edu.au/id/eprint/18008
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