A new metric for probability distributions

IEEE Transactions on Information Theory

Volumn 49, Issue 7, 2003, Pages 1858-1860

  Endres, Dominik M ^a   Schindelin, Johannes E ^b  

^a UNIVERSITY OF ST ANDREWS   (United Kingdom)

^b UNIVERSITY OF WÜRZBURG   (Germany)

Author keywords

Capacitory discrimination; Jensen Shannon divergence; Metric; Triangle inequality; 2 distance

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

CAPACITORY DISCRIMINATION; JENSEN-SHANNON DIVERGENCE; TRIANGLE INEQUALITY;

INFORMATION THEORY;

EID: 0038105161     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2003.813506     Document Type: Letter

References (9)

1. S. M. Ali and S. D. Silvey, "A general class of coefficients of divergence of one distribution from another," J. Roy. Statist. Soc. Ser. B, vol. 28, pp. 131-142, 1966.
2. R. F. Brown, A Topological Introduction to Nonlinear Analysis. Basel, Switzerland: Birkhäuser, Kassel, 1993.
3. T. M. Cover and J. A. Thomas, Elements of Information Theory. New York: Wiley-Interscience, 1991.
4. P. Kafka, F. Österreicher, and I. Vince, "On powers of f-divergences defining a distance," Studia Sci. Math. Hungar, vol. 26, pp. 415-422, 1991.
5. F. Liese and I. Vajda, Convex Statistical Distances. Leipzig, Germany: Teubner, 1987.
6. T. P. Minka. (2001) Bayesian inference, entropy, and the multinomial distribution. [Online]. Available: http://www.stat.cmu.edu/-minka/papers/multinomial.html.
7. F. Österreicher, "On a class of perimeter-type distances of probability distributions," Kybernetika, vol. 32, pp. 389-393, 1996.
8. F. Osterreicher and I. Vajda, "Statistical information and discrimination," IEEE Trans. Inform. Theory, vol. 36, pp. 1036-1039, May 1993.
9. F. Topsøe, "Some inequalities for information divergence and related measures of discrimination," IEEE Trans. Inform. Theory, vol. 46, pp. 1602-1609, July 2000.