• Title/Summary/Keyword: Log-determinant divergence

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THE SYMMETRIZED LOG-DETERMINANT DIVERGENCE

  • SEJONG KIM;VATSALKUMAR N. MER
    • Journal of applied mathematics & informatics
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    • v.42 no.4
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    • pp.985-995
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    • 2024
  • We see fundamental properties of the log-determinant α-divergence including the convexity of weighted geometric mean and the reversed sub-additivity under tensor product. We introduce a symmetrized divergence and show its properties including the boundedness and monotonicity on parameters. Finally, we discuss the barycenter minimizing the weighted sum of symmetrized divergences.