On the mixed $f$-divergence for multiple pairs of measures

@article{Werner2013OnTM,
  title={On the mixed \$f\$-divergence for multiple pairs of measures},
  author={Elisabeth M. Werner and Deping Ye},
  journal={CoRR},
  year={2013},
  volume={abs/1304.6792}
}
In this paper, the concept of the classical f -divergence (for a pair of measures) is extended to the mixed f divergence (for multiple pairs of measures). The mixed f ivergence provides a way to measure the difference between multiple pairs of (probability) measures. Propert ies for the mixedf -divergence are established, such as permutation invariance and… CONTINUE READING