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Memorias de investigación
Ponencias en congresos:
A measure of the overlapping of two densities: The Jensen-Fisher divergence
Año:2014
Áreas de investigación
  • Física química y matemáticas,
  • Matemáticas
Datos
Descripción
The measure of Jensen?Fisher divergence between probability distributions is introduced and its theoretical grounds set up. This quantity, in contrast to the remaining Jensen divergences, grasps the fluctuations of the probability distributions because it is controlled by the (local) Fisher information, which is a gradient functional of the distribution. So it is appropriate and informative when studying the similarity of distributions, mainly for those having oscillatory character. The new Jensen?Fisher divergence shares with the Jensen?Shannon divergence the following properties: non-negativity, additivity when applied to an arbitrary number of probability densities, symmetry under exchange of these densities, vanishing under certain conditions, and definiteness even when these densities present non-common zeros. Moreover, the Jensen?Fisher divergence is shown to be expressed in terms of the relative Fisher information as the Jensen?Shannon divergence does in terms of the Kullback?Leibler or relative Shannon entropy. Finally, the usefulness of the Jensen-Fisher divergence is illustrated in some particular examples.
Internacional
Si
Nombre congreso
International Symposium on Orthogonality, Quadrature and Related Topics (ORTHOQUAD 2014)
Tipo de participación
960
Lugar del congreso
Puerto de la Cruz, Tenerife, España.
Revisores
Si
ISBN o ISSN
0377-0427
DOI
Fecha inicio congreso
20/01/2014
Fecha fin congreso
24/01/2014
Desde la página
1
Hasta la página
1
Título de las actas
ORTHOQUAD 2014
Esta actividad pertenece a memorias de investigación
Participantes
  • Autor: Alejandro Zarzo Altarejos (UPM)
Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Grupo de Investigación: Teoría de Aproximación Constructiva y Aplicaciones
  • Departamento: Matemáticas del Área Industrial
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