In terms of f-divergences, what does the corresponding $f(t)$ refer to, what does it mean and why is it important? For example, with the KL-divergence the corresponding $f(t)$ is ${t \ log \ t}$.
I have been trying to find out what this actually means - and the implications - but all the descriptions I have come across so far don't provide a simple explanation (well, at least for me).
