All Questions

Tagged with
Filter by
Sorted by
Tagged with
2
votes
2answers
2k views

Kullback-Leibler distance for comparing two distribution from sample points

I have two data samples of a value and I want to compute some distance which would represent the difference in their distribution. I read about Kullback-Leibler distance which could be used for ...
1
vote
0answers
63 views

How to evaluate the distance between PDFs without knowing the exact probability density function of one distribution

I have a set of random variables $X_1$, $X_2$, $X_3$, ... $X_n$. They are continuous and $0 \leq X_i \leq 1$. And Let's assume they are i.i.d from the same distribution. How do I evaluate the KL-...
4
votes
2answers
463 views

KL divergence vs Absolute Difference between two distributions? [duplicate]

Why should I use KL divergence over just giving the abs difference from two PDFs?
1
vote
0answers
196 views

What tests can I use to compare these two probability distributions

I am trying to compare two one-dimensional distributions. I am using Kullback-Leibler divergence function for this but it requires me to have both the distributions of equal length. I am not sure how ...
2
votes
0answers
49 views

Distribution with fixed mean and closest to a given distribution

I was wondering if this problem has been tackled in some way in the probability/functional analysis literature: Given a pdf $f$ such that the expectation is zero and $\mu\in\mathbb R$, find the ...
2
votes
1answer
2k views

Calculating Hellinger Divergence from Results of Kernel Density Estimates in Matlab

Using the ksdensity function in matlab returns a density estimation in the form of 2 vectors f and xi. Where f are the density values and xi the corresponding points for the density values. How do I ...
2
votes
0answers
896 views

Kullback-Leibler vs Hellinger Distance

I am working on this problem in which I have a dataset of $n$-dimensional examples that come from different and unknown distributions. Given a new sample, I wish to find $k$ examples from the dataset ...