Saturday, January 27, 2007

Hellinger metric

Hellinger metric is the square-root of Jensen–Shannon divergence, a symmetric version of Kullback-Leibler divergence. It looks a good choice when measuring the dissimilarity between two distributions (e.g., two multinomial distributions corresponding to a pair of documents), because it is known to be a legitimate distance metric.

1 comment:

Anonymous said...

Hi, can you show the references for that statment?