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

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

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
URI https://vuir.vu.edu.au/id/eprint/18008
Subjects Historical > FOR Classification > 0101 Pure Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords convex functions, Jensen's inequality, f-divergence measures, Kullback-Leibler divergence, Jeffreys divergence
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