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Title: A new metric for probability distributions
Authors: Endres, Dominik Maria
Schindelin, J E
Keywords: Capacitory discrimination
Chi(2) distance
Jensen-Shannon divergence
Metric
Triangle inequality
Discrimination
Information
Divergence
QA Mathematics
Issue Date: Jul-2003
Citation: Endres , D M & Schindelin , J E 2003 , ' A new metric for probability distributions ' IEEE Transactions on Information Theory , vol 49 , no. 7 , pp. 1858- 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 chi(2) distance is an asymptotic approximation to it. Moreover, it is a close relative of the capacitory discrimination and Jensen-Shannon divergence.
Version: Publisher PDF
Status: Peer reviewed
URI: http://hdl.handle.net/10023/1591
http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1207388
DOI: http://dx.doi.org/10.1109/TIT.2003.813506
ISSN: 0018-9448
Type: Journal article
Rights: (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.
Appears in Collections:University of St Andrews Research
Psychology & Neuroscience Research



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