On the Chi square and higher-order Chi distances for approximating f-divergences
Information Theory
2015-06-17 v2 math.IT
Abstract
We report closed-form formula for calculating the Chi square and higher-order Chi distances between statistical distributions belonging to the same exponential family with affine natural space, and instantiate those formula for the Poisson and isotropic Gaussian families. We then describe an analytic formula for the -divergences based on Taylor expansions and relying on an extended class of Chi-type distances.
Keywords
Cite
@article{arxiv.1309.3029,
title = {On the Chi square and higher-order Chi distances for approximating f-divergences},
author = {Frank Nielsen and Richard Nock},
journal= {arXiv preprint arXiv:1309.3029},
year = {2015}
}
Comments
11 pages, two tables, no figure. Java(TM) code available online at http://www.informationgeometry.org/fDivergence/