## Sunday, May 19, 2019

### f-divergence

Also known as Csiszár ƒ-divergences, Csiszár-Morimoto divergences or Ali-Silvey distances
Given two distributions $P$ and $Q$ which are both absolutely continuous w.r.t. a reference distribution $\mu$ on $\Omega$  and:
• $dP=pd\mu$
• $dQ=qd\mu$
$D_f(P||Q)=\int_\Omega f \frac{p(x)}{q(x)} q(x) d\mu(x)$