• DocumentCode
    1225413
  • Title

    A new metric for probability distributions

  • Author

    Endres, Dominik M. ; Schindelin, Johannes E.

  • Author_Institution
    Sch. of Psychol., Univ. of St Andrews, UK
  • Volume
    49
  • Issue
    7
  • fYear
    2003
  • fDate
    7/1/2003 12:00:00 AM
  • Firstpage
    1858
  • Lastpage
    1860
  • 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 χ2 distance is an asymptotic approximation to it. Moreover, it is a close relative of the capacitory discrimination and Jensen-Shannon divergence.
  • Keywords
    Bayes methods; information theory; probability; χ2 distance; Bayesian interpretation; Jensen-Shannon divergence; asymptotic approximation; bounded information-theoretically motivated metric; capacitory discrimination; probability distributions; square root; Adaptive estimation; Algorithm design and analysis; Bayesian methods; Convergence; Gaussian noise; Iterative algorithms; Probability distribution; Wavelet analysis; White noise; Writing;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2003.813506
  • Filename
    1207388
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1225413