What is the correct mathematical expression for computing Jensen-Shannon divergence between multiple probability distributions?
I found the following expression on Wikipedia, but I did not find any official reference:
where $H$ is the Shannon-entropy.
What is the intuition of divergence in multiple distribution case? In case of two distribution
Q, we can interpret is as a distance between them
JS(P||Q). So in multi-distribution case, it is the distance between which distributions?
Is there an efficient Python code available for it?