Upper and lower bounds for the Bregman divergence

DOI10.1186/S13660-018-1953-YzbMATH Open1499.46006arXiv1808.00772OpenAlexW2887071959WikidataQ61450338 ScholiaQ61450338MaRDI QIDQ2067703FDOQ2067703

Benjamin Sprung

Publication date: 19 January 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Abstract: In this paper we study upper and lower bounds on the Bregman divergence $Delt{a}_{mathcalF}^{xi}(y,x):=mathcalF(y)-mathcalF(x)-langlexi,y-xangle$ for some convex functional $mathcalF$ on a normed space $mathcalX$, with subgradient $xiinpartialmathcalF(x)$. We give a considerably simpler new proof of the inequalities by Xu and Roach for the special case $mathcalF(x)=left|xight{|}^p,p>1$. The results can be transfered to more general functions as well.

Full work available at URL: https://arxiv.org/abs/1808.00772

zbMATH Keywords

Bregman divergenceBregman distanceuniform convexityuniform smoothnesstotal convexity

Mathematics Subject Classification ID

Geometry and structure of normed linear spaces (46B20) Inequalities and extremum problems involving convexity in convex geometry (52A40) General theory of locally convex spaces (46A03) Classical Banach spaces in the general theory (46B25)

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Cited In (10)

• Error estimates for variational regularization of inverse problems with general noise models for data and operator
• Numerical analysis of a model of two phase compressible fluid flow
• $\alpha$-Divergence Is Unique, Belonging to Both $f$-Divergence and Bregman Divergence Classes
• Nonlinear nonlocal Douglas identity
• Navier–Stokes–Fourier system with Dirichlet boundary conditions
• Navier-Stokes-Fourier system with general boundary conditions
• TYPE II TOPP-LEONE INVERSE WEIBULL DISTRIBUTION WITH STATISTICAL PROPERTIES AND APPLICATIONS
• Statistical solutions to the barotropic Navier-Stokes system
• Geometry and fixed-rate quantization in Riemannian metric spaces induced by separable Bregman divergences
• On convergence of approximate solutions to the compressible Euler system

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