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Strongly Convex Divergences
1Department of Electrical and Computer Engineering, University of Minnesota-Twin Cities, Minneapolis, MN 55455, USA.
Abstract:
We consider a sub-class of the f-divergences satisfying a stronger convexity property, which we refer to as strongly convex, or κ-convex divergences. We derive new and old relationships, based on convexity arguments, between popular f-divergences.
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