Mixed ƒ-divergence for Multiple Pairs of Measures
2017 ◽
Vol 60
(3)
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pp. 641-654
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Keyword(s):
AbstractIn this paper, the concept of the classical ƒ-divergence for a pair of measures is extended to the mixed ƒ-divergence formultiple pairs ofmeasures. The mixed ƒ-divergence provides a way to measure the diòerence between multiple pairs of (probability) measures. Properties for the mixed ƒ-divergence are established, such as permutation invariance and symmetry in distributions. An Alexandrov–Fenchel type inequality and an isoperimetric inequality for the mixed ƒ-divergence are proved.
2018 ◽
Vol 99
(2)
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pp. 293-301
Keyword(s):
2019 ◽
Vol 49
(2)
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pp. 17-34
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