A REFINEMENT OF JENSEN’S INEQUALITY WITH APPLICATIONS FOR f-DIVERGENCE MEASURES
نویسنده
چکیده
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.
منابع مشابه
On a Difference of Jensen Inequality and Its Applications to Mean Divergence Measures
Abstract. In this paper we have considered a difference of Jensen’s inequality for convex functions and proved some of its properties. In particular, we have obtained results for Csiszár [5] f−divergence. A result is established that allow us to compare two measures under certain conditions. By the application of this result we have obtained a new inequality for the well known means such as ari...
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