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Symmetrizing the Kullback-Leibler Distance

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Title: Symmetrizing the Kullback-Leibler Distance
Author: Johnson, Don; Sinanovic, Sinan
Type: Journal Paper
Keywords: Kullback-Leibler distance; J-divergence; Ali-Silvey distance; informatin processing
Citation: D. Johnson and S. Sinanovic, "Symmetrizing the Kullback-Leibler Distance," IEEE Transactions on Information Theory, 2001.
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 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.
Date Published: 2001-03-20

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  • ECE Publications [1047 items]
    Publications by Rice University Electrical and Computer Engineering faculty and graduate students
  • DSP Publications [508 items]
    Publications by Rice Faculty and graduate students in digital signal processing.