Bregman divergences have played an important role in many research areas. Divergence is a measure of
dissimilarity and by itself is not a metric. If a function of the divergence is a
metric, then it becomes much more powerful. In Part 1 we have given necessary and sufficient conditions
on the convex function in order that the square root of the averaged associated divergence is a
metric. In this paper we provide a min-max approach to getting a metric from Bregman divergence.
We show that the “capacity” to the power 1/e is a metric.
@article{1229619677,
author = {Chen, P. and Chen, Y. and Rao, M.},
title = {Metrics defined by Bregman divergences: Part 2},
journal = {Commun. Math. Sci.},
volume = {6},
number = {1},
year = {2008},
pages = { 927-948},
language = {en},
url = {http://dml.mathdoc.fr/item/1229619677}
}
Chen, P.; Chen, Y.; Rao, M. Metrics defined by Bregman divergences: Part 2. Commun. Math. Sci., Tome 6 (2008) no. 1, pp. 927-948. http://gdmltest.u-ga.fr/item/1229619677/