Generalized Bregman and Jensen divergences which include some f-divergences
Generalized Bregman and Jensen divergences which include some f-divergences
In this paper, we introduce new classes of divergences by extending the definitions of the Bregman divergence and the skew Jensen divergence. These new divergence classes (g-Bregman divergence and skew g-Jensen divergence) satisfy some properties similar to the Bregman or skew Jensen divergence.We show these g-divergences include divergences which belong …