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arXiv · 0806.4472

Properties of Classical and Quantum Jensen-Shannon Divergence

Jop Briët·Peter Harremoës
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Abstract

Jensen-Shannon divergence (JD) is a symmetrized and smoothed version of the most important divergence measure of information theory, Kullback divergence. As opposed to Kullback divergence it determines in a very direct way a metric; indeed, it is the square of a metric. We consider a family of divergence measures (JD_alpha for alpha>0), the Jensen divergences of order alpha, which generalize JD as JD_1=JD. Using a result of Schoenberg, we prove that JD_alpha is the square of a metric for alpha lies in the interval (0,2], and that the resulting metric space of probability distributions can be isometrically embedded in a real Hilbert space. Quantum Jensen-Shannon divergence (QJD) is a symmetrized and smoothed version of quantum relative entropy and can be extended to a family of quantum Jensen divergences of order alpha (QJD_alpha). We strengthen results by Lamberti et al. by proving that for qubits and pure states, QJD_alpha^1/2 is a metric space which can be isometrically embedded in a real Hilbert space when alpha lies in the interval (0,2]. In analogy with Burbea and Rao's generalization of JD, we also define general QJD by associating a Jensen-type quantity to any weighted family of states. Appropriate interpretations of quantities introduced are discussed and bounds are derived in terms of the total variation and trace distance.

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Jop Briët, Peter Harremoës. 2008-06-27. Properties of Classical and Quantum Jensen-Shannon Divergence. https://doi.org/10.1103/physreva.79.052311

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