Non-logarithmic Jensen–Shannon divergence

Pedro W. Lamberti and Ana P. Majtey

Physica A: Statistical Mechanics and its Applications, 2003, vol. 329, issue 1, 81-90

Abstract: The Jensen–Shannon divergence is a symmetrized and smoothed version of the Kullback–Leibler divergence. Recently it has been widely applied to the analysis and characterization of symbolic sequences. In this paper we investigate a generalization of the Jensen–Shannon divergence. This generalization is done in the framework of the non-extensive Tsallis statistics. We study its basic properties and we investigate its applicability as a tool for segmentating symbolic sequences.

Keywords: Jensen–Shannon divergence; Nonextensivity; Segmentation (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:329:y:2003:i:1:p:81-90

DOI: 10.1016/S0378-4371(03)00566-1

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