Properties of classical and quantum Jensen-Shannon divergence

Jop Briët and Peter Harremoës
Phys. Rev. A 79, 052311 – Published 12 May 2009

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 (JDα for α>0), the Jensen divergences of order α, which generalize JD as JD1=JD. Using a result of Schoenberg, we prove that JDα is the square of a metric for α(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 α (QJDα). We strengthen results by Lamberti and co-workers by proving that for qubits and pure states, QJDα1/2 is a metric space which can be isometrically embedded in a real Hilbert space when α(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.

  • Figure
  • Received 20 March 2009

DOI:https://doi.org/10.1103/PhysRevA.79.052311

©2009 American Physical Society

Authors & Affiliations

Jop Briët* and Peter Harremoës

  • Centrum Wiskunde and Informatica, Science Park 123, 1098 XG Amsterdam, The Netherlands

  • *jop.briet@cwi.nl
  • p.harremoes@cwi.nl

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Issue

Vol. 79, Iss. 5 — May 2009

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