Bounds on Extended f-Divergences for a Variety of Classes

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Cerone, Pietro, Dragomir, Sever S and Osterreicher, Ferdinand (2003) Bounds on Extended f-Divergences for a Variety of Classes. RGMIA research report collection, 6 (1).

Abstract

The concept of f-divergences was introduced by Csiszár in 1963 as measures of the ’hardness’ of a testing problem depending on a convex real valued function f on the interval [0,∞). The choice of this parameter f can be adjusted so as to match the needs for specific applications. The definition and some of the most basic properties of f-divergences are given and five classes of f-divergences are presented. Ostrowski’s inequality and a trapezoid inequality are utilised in order to prove bounds for an extension of the set of f-divergences. All five classes of f-divergences are used in order to investigate limitations and strengths of the inequalities derived.

Item type Article
URI https://vuir.vu.edu.au/id/eprint/17794
Subjects Historical > FOR Classification > 0102 Applied Mathematics
Historical > FOR Classification > 0103 Numerical and Computational Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords f-divergences, bounds, Ostrowski’s inequality
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