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Title:
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Symmetrizing the Kullback-Leibler Distance |
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Author:
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Johnson, Don; Sinanovic, Sinan
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Type:
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Journal Paper |
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Keywords:
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Kullback-Leibler distance; J-divergence; Ali-Silvey distance; informatin processing |
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Citation:
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D. Johnson and S. Sinanovic, "Symmetrizing the Kullback-Leibler Distance," IEEE Transactions on Information Theory, 2001. |
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Abstract:
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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 Kullback-Leibler 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 newway to depict how commonly used distance measures relate to each other. |
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Date Published:
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2001-03-20 |
