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Upper and lower bounds for the Bregman divergence
1Institute for Numerical and Applied Mathematics, Göttingen, Germany.
Abstract:
In this paper we study upper and lower bounds on the Bregman divergence for some convex functional on a normed space , with subgradient . We give a considerably simpler new proof of the inequalities by Xu and Roach for the special case , . The results can be transferred to more general functions as well.
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