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# A note on integral probability metrics and $\phi$-divergences

• ##### Bernhard Schölkopf
CoRR 01/2009; abs/0901.2698.
Source: DBLP

ABSTRACT We study some connections between integral probability metrics (21) of the form,

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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; · 2.62 Impact Factor