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A Short Note on the Jensen-Shannon Divergence between Simple Mixture Distributions
- Publication Year :
- 2018
-
Abstract
- This short note presents results about the symmetric Jensen-Shannon divergence between two discrete mixture distributions $p_1$ and $p_2$. Specifically, for $i=1,2$, $p_i$ is the mixture of a common distribution $q$ and a distribution $\tilde{p}_i$ with mixture proportion $\lambda_i$. In general, $\tilde{p}_1\neq \tilde{p}_2$ and $\lambda_1\neq\lambda_2$. We provide experimental and theoretical insight to the behavior of the symmetric Jensen-Shannon divergence between $p_1$ and $p_2$ as the mixture proportions or the divergence between $\tilde{p}_1$ and $\tilde{p}_2$ change. We also provide insight into scenarios where the supports of the distributions $\tilde{p}_1$, $\tilde{p}_2$, and $q$ do not coincide.<br />Comment: four-page tech note
- Subjects :
- Computer Science - Information Theory
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1812.02059
- Document Type :
- Working Paper