The Jensen divergence is used to measure the difference between two probability distributions. This divergence has been generalised to allow the comparison of more than two distributions. In this paper, we consider some bounds for generalised Jensen divergence for m-time differentiable functions.
Digital Object Identifier (DOI)
Kikianty, E.; S. Dragomir, S.; and Ndlovu, L.
"Approximations of the Jensen Divergence,"
Applied Mathematics & Information Sciences: Vol. 08:
6, Article 9.
Available at: https://digitalcommons.aaru.edu.jo/amis/vol08/iss6/9