  We present a novel class of divergences induced by a smooth convex function
called total Jensen divergences. Those total Jensen divergences are invariant
by construction to rotations, a feature yielding regularization of ordinary
Jensen divergences by a conformal factor. We analyze the relationships between
this novel class of total Jensen divergences and the recently introduced total
Bregman divergences. We then proceed by defining the total Jensen centroids as
average distortion minimizers, and study their robustness performance to
outliers. Finally, we prove that the k-means++ initialization that bypasses
explicit centroid computations is good enough in practice to guarantee
probabilistically a constant approximation factor to the optimal k-means
clustering.
