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

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10.1109/TIT.2003.813506

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Cite this

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KW - Triangle inequality

KW - Discrimination

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KW - Divergence

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A new metric for probability distributions

Abstract

Keywords

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