Divergence measures based on the Shannon entropy
1991; Institute of Electrical and Electronics Engineers; Volume: 37; Issue: 1 Linguagem: Inglês
10.1109/18.61115
ISSN1557-9654
Autores Tópico(s)Multi-Criteria Decision Making
ResumoA novel class of information-theoretic divergence measures based on the Shannon entropy is introduced. Unlike the well-known Kullback divergences, the new measures do not require the condition of absolute continuity to be satisfied by the probability distributions involved. More importantly, their close relationship with the variational distance and the probability of misclassification error are established in terms of bounds. These bounds are crucial in many applications of divergence measures. The measures are also well characterized by the properties of nonnegativity, finiteness, semiboundedness, and boundedness. >
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