Metrics defined by Bregman Divergences
Chen, P. ; Chen, Y. ; Rao, M.
Commun. Math. Sci., Tome 6 (2008) no. 1, p. 915-926 / Harvested from Project Euclid
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Bregman divergences are generalizations of the well known Kullback-Leibler divergence. They are based on convex functions and have recently received great attention. We present a class of “squared root metrics” based on Bregman divergences. They can be regarded as natural generalization of Euclidean distance. We provide necessary and sufficient conditions for a convex function so that the square root of its associated average Bregman divergence is a metric.
Publié le : 2008-12-15
Classification:  Metrics,  Bregman divergence,  convexity,  26D10,  94A15 
@article{1229619676,
     author = {Chen, P. and Chen, Y. and Rao, M.},
     title = {Metrics defined by Bregman Divergences},
     journal = {Commun. Math. Sci.},
     volume = {6},
     number = {1},
     year = {2008},
     pages = { 915-926},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1229619676}
}

Chen, P.; Chen, Y.; Rao, M. Metrics defined by Bregman Divergences. Commun. Math. Sci., Tome 6 (2008) no. 1, pp.  915-926. http://gdmltest.u-ga.fr/item/1229619676/