A new metric for probability distributions
Top Cited Papers
- 25 June 2003
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 49 (7) , 1858-1860
- https://doi.org/10.1109/tit.2003.813506
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 /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.Keywords
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