Geodesic
Blended $\phi$-divergences with examples
Kybernetika, Tome 39 (2003) no. 1, pp. 43-54 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences $D_0$ and $D_1$ given in advance. Several examples of blends of well-known divergences are given.
Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences $D_0$ and $D_1$ given in advance. Several examples of blends of well-known divergences are given.
Classification : 62B10, 62F35, 62F99, 62G35, 62G99
Keywords: divergences of probability distributions; blended divergences; statistical applications 
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Kůs, Václav. Blended $\phi$-divergences with examples. Kybernetika, Tome 39 (2003) no. 1, pp. 43-54. http://geodesic.mathdoc.fr/item/KYB_2003_39_1_a3/

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