Extending Bhattacharyya Coefficients to Power Means for Bayes Error Bounds

FrnkNlsn · x · 2026-08-10

This post highlights a paper exploring the Bhattacharyya similarity coefficient and its relationship with various statistical divergences (e.g., α-divergences, Rényi, Hellinger).

The paper "Generalized Bhattacharyya and Chernoff upper bounds on Bayes error using quasi-arithmetic means" notes that the traditional Bhattacharyya coefficient is essentially a weighted geometric mean. The authors extend this concept to generalized power means to derive new upper bounds for Bayes error, introducing novel notions of statistical divergences and affinity coefficients as a byproduct.

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