- Jensen divergence based on a strictly convex function F
\mathrm{J}_F(p,q) = \frac{F(p)+F(q)}{2} - F\left(\frac{p+q}{2}\right)
- Bregman divergence based on a strictly convex and differentiable function F
\mathrm{B}_F(p,q) = F(p) - F(q) - \langle p-q, \nabla F(q) \rangle
- Csiszar divergence based on a convex function F such that F(1)=F'(1)=0:
\mathrm{C}_F(p,q) = \int p(x) F\left( \frac{q(x)}{p(x)} \right) \mathrm{d}x
Bregman divergences can be obtained as