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Divergence measures based on the Shannon entropy

1991/01/01 by J. Lin, Jinfeng Lin · 5,122 citations
Computer Science · Decision Sciences · Mathematics · Physics and Astronomy · #Algorithm #Applied mathematics #Artificial intelligence #Bayesian Modeling and Causal Inference #Binary entropy function #Combinatorics #Computer science #Discrete mathematics #Distance measures #Divergence (linguistics) #Entropy (arrow of time) #Information theory #Kullback–Leibler divergence #Mathematics #Maximum entropy thermodynamics #Multi-Criteria Decision Making #Principle of maximum entropy #Probability distribution #Probability of error #Rényi entropy #Shannon's source coding theorem #Statistical Mechanics and Entropy #Statistics

paper · doi:10.1109/18.61115

published in IEEE Transactions on Information Theory 37(1), 145-151 (Institute of Electrical and Electronics Engineers)

openalex publication_date 1991/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05

Abstract

A 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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