A REFINEMENT OF JENSEN'S INEQUALITY WITH APPLICATIONS FOR f-DIVERGENCE MEASURES

被引：41

作者：

Dragomir, S. S. ^{[1
]}

机构：

[1] Victoria Univ, Sch Sci & Engn, Melbourne City Mail Ctr, Melbourne, Vic 8001, Australia

来源：

TAIWANESE JOURNAL OF MATHEMATICS | 2010年 / 14卷 / 01期

关键词：

Convex functions; Jensen's inequality; f-Divergence measures; Kullback-Leibler divergence; Jeffreys divergence;

D O I：

10.11650/twjm/1500405733

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A refinement of the discrete Jensen's inequality for convex functions defined on a convex subset in linear spaces is given. Application for f-divergence measures including the Kullback-Leibler and Jeffreys divergences are provided as well.

引用

页码：153 / 164

页数：12

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