Conjecture on powers of the Jensen–Shannon divergence

Let PP and QQ be probability distributions, and let DJS(P,Q)D_{JS}(P,Q) denote their classical Jensen–Shannon divergence. For α(1/2,1)\alpha\in(1/2,1), consider the powered divergence [DJS(P,Q)]α[D_{JS}(P,Q)]^\alpha.

Conjecture on powers of the Jensen–Shannon divergence. The quantity [DJS(P,Q)]α[D_{JS}(P,Q)]^\alpha is not a metric for 1/2<α<11/2<\alpha<1.

The result would complete the classification established in the paper: the powered Jensen–Shannon divergence is a metric for α(0,1/2]\alpha\in(0,1/2] and is not a metric for α1\alpha\geq1. Counterexamples are given for some subintervals of u(0,1)u\in(0,1), depending on α\alpha, but the assertion for the full interval α(1/2,1)\alpha\in(1/2,1) remains open.

Sources & referencesView supporting material

Primary source

Tristán M. Osán, Diego G. Bussandri and Pedro W. Lamberti, “Monoparametric family of metrics derived from classical Jensen-Shannon divergence”, arXiv:1709.10153 (2017).

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