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cs.IT2024★ 1 cited
Fast proxy centers for Jeffreys centroids: The Jeffreys-Fisher-Rao and the inductive Gauss-Bregman centers
Frank Nielsen
The symmetric Kullback-Leibler centroid also called the Jeffreys centroid of a set of mutually absolutely continuous probability distributions on a measure space provides a notion…
cs.IT2024
Symplectic Bregman divergences
Frank Nielsen
We present a generalization of Bregman divergences in symplectic vector spaces that we term symplectic Bregman divergences. Symplectic Bregman divergences are derived from a symple…
cs.IT2024★ 2 cited
Divergences induced by dual subtractive and divisive normalizations of exponential families and their convex deformations
Frank Nielsen
Exponential families are statistical models which are the workhorses in statistics, information theory, and machine learning among others. An exponential family can either be norma…