Kybernetika 39 no. 1, 43-54, 2003

Blended φ-divergences with examples

Václav Kůs


Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are 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.