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On a Generalization of the Jensen–Shannon Divergence and the Jensen–Shannon Centroid

open access: yesEntropy, 2020
The Jensen–Shannon divergence is a renown bounded symmetrization of the Kullback–Leibler divergence which does not require probability densities to have matching supports. In this paper, we introduce a vector-skew generalization of the scalar α -Jensen–Bregman divergences and derive thereof the vector-skew α -Jensen–Shannon divergences.
Frank Nielsen
exaly   +6 more sources

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