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arXiv 2102.09728cs.ITmath.IT
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基于信息半径的距离Jensen-Shannon对称化的变分定义

On a Variational Definition for the Jensen-Shannon Symmetrization of Distances based on the Information Radius

Frank Nielsen

摘要:

我们广义的詹森-香农发散考虑一个变分的定义,从而扩展了西布森的信息半径的概念。变分定义适用于任何任意距离,并产生另一种定义距离的詹森-香农对称化的方法。当变分优化被进一步约束为属于指定的概率测度族时,我们得到了相对Jensen-Shannon发散和对称化,推广了信息投影的概念.最后,我们讨论这些变分詹森-香农分歧和多样性指数的聚类和量化任务的概率措施,包括统计混合物的应用。

英文摘要:

We generalize the Jensen-Shannon divergence by considering a variational definition with respect to a generic mean extending thereby the notion of Sibson's information radius. The variational definition applies to any arbitrary distance and yields another way to define a Jensen-Shannon symmetrization of distances. When the variational optimization is further constrained to belong to prescribed probability measure families, we get relative Jensen-Shannon divergences and symmetrizations which generalize the concept of information projections. Finally, we discuss applications of these variational Jensen-Shannon divergences and diversity indices to clustering and quantization tasks of probability measures including statistical mixtures.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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