### 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:

- $dP=pd\mu$
- $dQ=qd\mu$

$D_f(P||Q)=\int_\Omega f \frac{p(x)}{q(x)} q(x) d\mu(x)$

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