DocumentCode
79008
Title
On the chi square and higher-order chi distances for approximating f-divergences
Author
Nielsen, Frank ; Nock, Richard
Author_Institution
Sony Comput. Sci. Labs., Inc., Tokyo, Japan
Volume
21
Issue
1
fYear
2014
fDate
Jan. 2014
Firstpage
10
Lastpage
13
Abstract
We report closed-form formula for calculating the Chi square and higher-order Chi distances between statistical distributions belonging to the same exponential family with affine natural space, and instantiate those formula for the Poisson and isotropic Gaussian families. We then describe an analytic formula for the f-divergences based on Taylor expansions and relying on an extended class of Chi-type distances.
Keywords
Gaussian processes; stochastic processes; Chi-type distances; Poisson families; Taylor expansions; affine natural space; chi square; closed-form formula; divergence approximation; f-divergences; higher-order Chi distances; higher-order chi distances; isotropic Gaussian families; statistical distributions; Approximation methods; Density measurement; Generators; Materials; Power measurement; Taylor series; Chi square distance; Kullback–Leibler divergence; Taylor series; exponential families; statistical divergences;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2013.2288355
Filename
6654274
Link To Document