A new metric for probability distributions
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.
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 . https://doi.org/10.1109/TIT.2003.813506
Publication
IEEE Transactions on Information Theory
Status
Peer reviewed
ISSN
0018-9448Type
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.
Collections
Items in the St Andrews Research Repository are protected by copyright, with all rights reserved, unless otherwise indicated.