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On power chi expansions of $f$-divergences (1903.05818v1)
Published 14 Mar 2019 in cs.IT, cs.LG, and math.IT
Abstract: We consider both finite and infinite power chi expansions of $f$-divergences derived from Taylor's expansions of smooth generators, and elaborate on cases where these expansions yield closed-form formula, bounded approximations, or analytic divergence series expressions of $f$-divergences.