A Generalization of f-Divergence Measure to Convex Functions Defined on Linear Spaces

Dragomir, Sever S (2009) A Generalization of f-Divergence Measure to Convex Functions Defined on Linear Spaces. Research report collection, 12 (Supp).

Abstract

In this paper we generalise the concept of f-divergence to a convex function defined on a convex cone in a linear space. Some fundamental results are established.

Item type Article
URI https://vuir.vu.edu.au/id/eprint/17952
Subjects Historical > FOR Classification > 0101 Pure Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords convex functions, Jensen's inequality, f-divergences
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