Symmetrizing the Kullback-Leibler Distance (2000) [11 citations — 0 self]
http://www-dsp.rice.edu/~dhj/resistor.pdf
http://www.ece.rice.edu/~dhj/resistor.pdf
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author = {Don H. Johnson and Sinan Sinanovic},
title = {Symmetrizing the Kullback-Leibler Distance},
institution = {IEEE Transactions on Information Theory},
year = {2000}
}
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Abstract:
We define a new distance measure the resistor-average distance between two probability distributions that is closely related to the Kullback-Leibler distance. While the KullbackLeibler distance is asymmetric in the two distributions, the resistor-average distance is not. It arises from geometric considerations similar to those used to derive the Chernoff distance. Determining its relation to well-known distance measures reveals a new way to depict how commonly used distance measures relate to each other. 1 Introduction The Kullback-Leibler distance [15, 16] is perhaps the most frequently used information-theoretic "distance" measure from a viewpoint of theory. If p 0 , p 1 are two probability densities, the KullbackLeibler distance is defined to be D(p 1 #p 0 )= # p 1 (x)log p 1 (x) p 0 (x) dx . (1) In this paper, log() has base two. The Kullback-Leibler distance is but one example of the AliSilvey class of information-theoretic distance measures [1], which are defined to ...
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