The use of a metric to assess distance between probability densities is an important practical problem used in artificial intelligence or recommendation systems. The generalized α-formalisms introduced by Rényi and Tsallis are the basis of well-known entropies and divergence models. A particular α-divergence that, was presented in a previous work from the co-authors. This particular α-divergence, in our perspective, was already essentially defined by Hellinger. The concept of Hellinger entropy makes it possible, through a maximum-entropy syllogism, to state a bound for the Hellinger metric. The square root divergence is a metric, and its nonparametric estimator has information-theoretic bounds, that can be directly computed from the data. Information-theoretic bounds for Hellinger distance are developed in this work. The asymptotic behavior allows to use this metric, in a competitive scenario with three or more densities, like clustering. The bound can be directly computed from the data making this method suitable for streaming data.
Previous Article in event
Next Article in event
Hellinger Entropy Concept: multidisciplinary applications.
Published:
05 May 2021
by MDPI
in Entropy 2021: The Scientific Tool of the 21st Century
session Entropy in Multidisciplinary Applications
Abstract:
Keywords: Hellinger Entropy, Hellinger Metric, Maximum Entropy, Streaming Data