A new metric for probability distributions

DM Endres, JE Schindelin - IEEE Transactions on Information …, 2003 - ieeexplore.ieee.org
IEEE Transactions on Information theory, 2003ieeexplore.ieee.org
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/spl chi//sup 2/distance is an asymptotic approximation to it. Moreover, it is a
close relative of the capacitory discrimination and Jensen-Shannon divergence.
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 /spl chi//sup 2/ distance is an asymptotic approximation to it. Moreover, it is a close relative of the capacitory discrimination and Jensen-Shannon divergence.
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