Blended phi-divergences with examples
Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples axe constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences D-0 and D-1 given in advance. Several examples of blends of well-known divergences are given.
blended divergences divergences of probability distributions statistical applications