Advances in Neural Information Processing Systems 19, Proceedings of the Twentieth Annual Conference on Neural Information Processing Systems, Vancouver, British Columbia, Canada, December 4-7, 2006; 01/2006
[Show abstract][Hide abstract] 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 χ<sup>2</sup> distance is an asymptotic approximation to it. Moreover, it is a close relative of the capacitory discrimination and Jensen-Shannon divergence.
IEEE Transactions on Information Theory 08/2003; 49(7-49):1858 - 1860. DOI:10.1109/TIT.2003.813506 · 2.33 Impact Factor
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