alexa New F-Divergence in Terms of Relative J-Divergence Measure

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New F-Divergence in Terms of Relative J-Divergence Measure

The Csiszar’s f-divergence is a general class of divergence measures that includes several divergences used in measuring the distance or affinity between two probability distributions. This class is introduced by using a convex function f, defined on (0, ∞). An important property of this divergence is that many known divergences can be obtained from this measure by appropriately defining the convex function f. There are some examples of divergence measures in the category of Csiszar’s f divergence measure.

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