• DocumentCode
    2778742
  • Title

    Correntropy: A Localized Similarity Measure

  • Author

    Liu, Weifeng ; Pokharel, P.P. ; Principe, J.C.

  • Author_Institution
    Univ. of Florida, Gainesville
  • fYear
    0
  • fDate
    0-0 0
  • Firstpage
    4919
  • Lastpage
    4924
  • Abstract
    The measure of similarity normally utilized in statistical signal processing is based on second order moments. In this paper, we reveal the probabilistic meaning of correntropy as a new localized similarity measure based on information theoretic learning (ITL) and kernel methods. As such it has vastly different properties when compared with mean square error (MSE) that can be very useful in nonlinear, non-Gaussian signal processing. Two examples are presented to illustrate the technique.
  • Keywords
    learning (artificial intelligence); mean square error methods; signal processing; correntropy; information theoretic learning; kernel methods; localized similarity measure; mean square error; nonGaussian signal processing; second order moments; statistical signal processing; Autocorrelation; Bandwidth; Electric variables control; Entropy; Kernel; Mean square error methods; Random processes; Random variables; Signal processing; Yield estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Neural Networks, 2006. IJCNN '06. International Joint Conference on
  • Conference_Location
    Vancouver, BC
  • Print_ISBN
    0-7803-9490-9
  • Type

    conf

  • DOI
    10.1109/IJCNN.2006.247192
  • Filename
    1716783