论文信息 - Probability Metrics and their Applications

Probability Metrics and their Applications

In this article, we introduce the definitions and characteristics of some important probability metrics (distances); furthermore, we examine some applications of these metrics. The relationships among these metrics are evaluated. Finally, we study the convexity property of metrics and this property is investigated for the Birnbaum-Orlicz average distance.

Hamidreza Mostafaei | H. Mostafaei | Shaghayegh Kordnourie | Shaghayegh Kordnourie

[1] Tony F. Chan,et al. Histogram Based Segmentation Using Wasserstein Distances , 2007, SSVM.

[2] Doina Precup,et al. Methods for Computing State Similarity in Markov Decision Processes , 2006, UAI.

[3] Alison L Gibbs,et al. On Choosing and Bounding Probability Metrics , 2002, math/0209021.

[4] Alison L. Gibbs,et al. Convergence of Markov chain Monte Carlo algorithms with applications to image restoration , 2000 .

[5] H. White,et al. A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE , 2008, Econometric Theory.