A new metric for probability distributions

Dominik Maria Endres; J E Schindelin

doi:10.1109/TIT.2003.813506

A new metric for probability distributions

Dominik Maria Endres, J E Schindelin

School of Psychology and Neuroscience

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	1858- 1860
Number of pages	3
Journal	IEEE Transactions on Information Theory
Volume	49
Issue number	7
DOIs	https://doi.org/10.1109/TIT.2003.813506
Publication status	Published - Jul 2003

Keywords

Capacitory discrimination
Chi(2) distance
Jensen-Shannon divergence
Metric
Triangle inequality
Discrimination
Information
Divergence

Access to Document

10.1109/TIT.2003.813506

Open Access version in Research@StAndrews:FullText
(c) 2003 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.
Final published version, 244 KB

Cite this

@article{f57e083dd3f44f34ab0b4be870384c16,

title = "A new metric for probability distributions",

abstract = "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.",

keywords = "Capacitory discrimination, Chi(2) distance, Jensen-Shannon divergence, Metric, Triangle inequality, Discrimination, Information, Divergence",

author = "Endres, {Dominik Maria} and Schindelin, {J E}",

year = "2003",

month = jul,

doi = "10.1109/TIT.2003.813506",

language = "English",

volume = "49",

pages = "1858-- 1860",

journal = "IEEE Transactions on Information Theory",

issn = "0018-9448",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "7",

}

TY - JOUR

T1 - A new metric for probability distributions

AU - Endres, Dominik Maria

AU - Schindelin, J E

PY - 2003/7

Y1 - 2003/7

N2 - 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.

AB - 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.

KW - Capacitory discrimination

KW - Chi(2) distance

KW - Jensen-Shannon divergence

KW - Metric

KW - Triangle inequality

KW - Discrimination

KW - Information

KW - Divergence

UR - http://www.scopus.com/inward/record.url?scp=0038105161&partnerID=8YFLogxK

UR - http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1207388

U2 - 10.1109/TIT.2003.813506

DO - 10.1109/TIT.2003.813506

M3 - Article

SN - 0018-9448

VL - 49

SP - 1858

EP - 1860

JO - IEEE Transactions on Information Theory

JF - IEEE Transactions on Information Theory

IS - 7

ER -

A new metric for probability distributions

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this