Geometric Jensen-Shannon Divergence Between Gaussian Measures On Hilbert Space

This work studies the Geometric Jensen-Shannon divergence, based on the notion of geometric mean of probability measures, in the setting of Gaussian measures on an infinite-dimensional Hilbert space. On the set of all Gaussian measures equivalent to a fixed one, we present a closed form expression for this divergence that directly generalizes the finite-dimensional version. Using the notion of Log-Determinant divergences between positive definite unitized trace class operators, we then define a Regularized Geometric Jensen-Shannon divergence that is valid for any pair of Gaussian measures and that recovers the exact Geometric Jensen-Shannon divergence between two equivalent Gaussian measures when the regularization parameter tends to zero.

@article{quang2025_2506.10494,
  title={ Geometric Jensen-Shannon Divergence Between Gaussian Measures On Hilbert Space },
  author={ Minh Ha Quang and Frank Nielsen },
  journal={arXiv preprint arXiv:2506.10494},
  year={ 2025 }
}