Closed-form Jensen-Shannon divergences via abstract means: an arXiv generalization
FrnkNlsn · x · 2026-09-09
Frank Nielsen highlights his arXiv paper generalizing the Jensen-Shannon divergence using abstract means. Since the classic JSD between Gaussians has no closed form, choosing the mean to match the parametric family yields closed-form expressions: geometric mean fits exponential families (two closed-form formulas for geometric JSD and JS-symmetrized reverse KL), harmonic mean fits scale Cauchy families, and the framework extends to matrix divergences such as quantum JSD.
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