A new metric for probability distributions

被引：694

作者：

Endres, DM ^{[1
]}

Schindelin, JE

机构：

[1] Univ St Andrews, Sch Psychol, St Andrews KY16 9JU, Fife, Scotland

[2] Univ Wurzburg, Inst Genet, Biozentrum, D-97074 Wurzburg, Germany

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 2003年 / 49卷 / 07期

关键词：

capacitory discrimination; chi(2) distance; Jensen-Shannon divergence; metric; triangle inequality;

D O I：

10.1109/TIT.2003.813506

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We introduce a metric for probability distributions, which is bounded, information-theoretically motivated, and has a natural Bayesian interpretation. The square root of the well-known chi(2) distance is an asymptotic approximation to it. Moreover, it is a close relative of the capacitory discrimination and Jensen-Shannon divergence.

引用

页码：1858 / 1860

页数：3

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