Log-Determinant Divergences Revisited: Alpha-Beta and Gamma Log-Det Divergences

Log-Determinant Divergences Revisited: Alpha-Beta and Gamma Log-Det Divergences

This work reviews and extends a family of log-determinant (log-det) divergences for symmetric positive definite (SPD) matrices and discusses their fundamental properties. We show how to use parameterized Alpha-Beta (AB) and Gamma log-det divergences to generate many well-known divergences; in partic...

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Bibliographic Details
Main Authors: Andrzej Cichocki, Sergio Cruces, Shun-ichi Amari
Format: Article
Language:English
Published: MDPI AG 2015-05-01
Series:Entropy
Subjects:
Similarity measures
generalized divergences for symmetric positive definite (covariance) matrices
Stein’s loss
Burg’s matrix divergence
Affine Invariant Riemannian Metric (AIRM)
Riemannian metric
geodesic distance
Jensen-Bregman LogDet (JBLD)
S-divergence
LogDet Zero divergence
Jeffrey’s KL divergence
symmetrized KL Divergence Metric (KLDM)
Alpha-Beta Log-Det divergences
Gamma divergences
Hilbert projective metric and their extensions
Online Access:http://www.mdpi.com/1099-4300/17/5/2988

Internet

http://www.mdpi.com/1099-4300/17/5/2988

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