Hellinger Distance Measure

A Hellinger Distance Measure is a distance measure that is a probability distribution similarity function.

• Context:
  • It can be used as a String Distance Measure.
• See: Bhattacharyya Distance, Probability Theory, Mathematical Statistics, Probability Distributions, F-Divergence, Hellinger Integral.

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References

2014

• (Wikipedia, 2014) ⇒ http://en.wikipedia.org/wiki/Hellinger_distance Retrieved:2014-1-10.
  • In probability and statistics, the Hellinger distance is used to quantify the similarity between two probability distributions. It is a type of f-divergence. The Hellinger distance is defined in terms of the Hellinger integral, which was introduced by Ernst Hellinger in 1909.

1997

• (Haussler & Opper, 1997) ⇒ David Haussler, and Manfred Opper. (1997). “Mutual Information, Metric Entropy and Cumulative Relative Entropy Risk.” In: The Annals of Statistics Journal, 25(6).

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