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$alpha$-Geodesical Skew Divergence
Version 1
: Received: 1 April 2021 / Approved: 2 April 2021 / Online: 2 April 2021 (11:36:19 CEST)
A peer-reviewed article of this Preprint also exists.
Kimura, M.; Hino, H. α-Geodesical Skew Divergence. Entropy 2021, 23, 528. Kimura, M.; Hino, H. α-Geodesical Skew Divergence. Entropy 2021, 23, 528.
Abstract
The asymmetric skew divergence smooths one of the distributions by mixing it, to a degree determined by the parameter $\lambda$, with the other distribution. Such divergence is an approximation of the KL divergence that does not require the target distribution to be absolutely continuous with respect to the source distribution. In this paper, an information geometric generalization of the skew divergence called the $\alpha$-geodesical skew divergence is proposed, and its properties are studied.
Keywords
KL-divergence; JS-divergence; skew divergence; information geometry
Subject
Computer Science and Mathematics, Algebra and Number Theory
Copyright: This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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