The unique family of multi-distribution Rényi functionals is the positive integral of coincidence divergences C_α over the simplex interior, mixed-sign cones, tropical boundary, and KL edges.
Conditional Rényi divergences and horse betting
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The unique family of multi-distribution Rényi functionals is the positive integral of coincidence divergences C_α over the simplex interior, mixed-sign cones, tropical boundary, and KL edges.