Metrization of powers of the Jensen-Shannon divergence

Fuente: arXiv
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Autor principal: Okamura, Kazuki
Formato: Preprint
Publicado: 2023
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author Okamura, Kazuki
author_facet Okamura, Kazuki
contents Metrization of statistical divergences is valuable in both theoretical and practical aspects. One approach to obtaining metrics associated with divergences is to consider their fractional powers. Motivated by this idea, Osán, Bussandri, and Lamberti (2018) studied the metrization of fractional powers of the Jensen-Shannon divergence between multinomial distributions and posed an open problem. In this short note, we provide an affirmative answer to their conjecture. Moreover, our method is also applicable to fractional powers of $f$-divergences between Cauchy distributions.
format Preprint
id arxiv_https___arxiv_org_abs_2302_10070
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Metrization of powers of the Jensen-Shannon divergence
Okamura, Kazuki
Information Theory
94A17, 60A10, 60E05, 28A33
Metrization of statistical divergences is valuable in both theoretical and practical aspects. One approach to obtaining metrics associated with divergences is to consider their fractional powers. Motivated by this idea, Osán, Bussandri, and Lamberti (2018) studied the metrization of fractional powers of the Jensen-Shannon divergence between multinomial distributions and posed an open problem. In this short note, we provide an affirmative answer to their conjecture. Moreover, our method is also applicable to fractional powers of $f$-divergences between Cauchy distributions.
title Metrization of powers of the Jensen-Shannon divergence
topic Information Theory
94A17, 60A10, 60E05, 28A33
url https://arxiv.org/abs/2302.10070