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geometry > convex analysis > Bregman divergence

Preferred term

Bregman divergence  

Definition

  • In mathematics, specifically statistics and information geometry, a Bregman divergence or Bregman distance is a measure of difference between two points, defined in terms of a strictly convex function; they form an important class of divergences. When the points are interpreted as probability distributions – notably as either values of the parameter of a parametric model or as a data set of observed values – the resulting distance is a statistical distance. The most basic Bregman divergence is the squared Euclidean distance.
    (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Bregman_divergence)

Broader concept

Entry terms

  • Bregman distance

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URI

http://data.loterre.fr/ark:/67375/PSR-N8583S1T-Z

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