Generalizing Skew Jensen Divergences and Bregman Divergences With Comparative Convexity
Comparative convexity is a generalization of ordinary convexity based on abstract means instead of arithmetic means. We introduce the generalized skew Jensen divergences and their corresponding Bregman divergences with respect to comparative convexity. To illustrate those novel families of divergences, we consider the convexity induced by quasi-arithmetic means, and report explicit formula for the corresponding Bregman divergences. In particular, we show that those new Bregman divergences are...[Show more]
|Collections||ANU Research Publications|
|Source:||IEEE Signal Processing Letters|
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