Abstract
A refinement of the discrete Jensen's inequality for convex functions defined on a convex subset in linear spaces is given. Application for $f$-divergence measures including the Kullback-Leibler and Jeffreys divergences are provided as well.
Citation
S. S. Dragomir. "A REFINEMENT OF JENSEN’S INEQUALITY WITH APPLICATIONS FOR $f$-DIVERGENCE MEASURES." Taiwanese J. Math. 14 (1) 153 - 164, 2010. https://doi.org/10.11650/twjm/1500405733
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