A new metric for probability distributions

  • Authors:
  • D. M. Endres;J. E. Schindelin

  • Affiliations:
  • Sch. of Psychol., Univ. of St Andrews, UK;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

Quantified Score

Hi-index 754.90

Visualization

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 χ2 distance is an asymptotic approximation to it. Moreover, it is a close relative of the capacitory discrimination and Jensen-Shannon divergence.