Scale-Invariant Divergences for Density Functions
Divergence is a discrepancy measure between two objects, such as functions, vectors, matrices, and so forth. In particular, divergences defined on probability distributions are widely employed in probabilistic forecasting. As the dissimilarity measure, the divergence should satisfy some conditions....
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| Format: | Article |
| Language: | English |
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MDPI AG
2014-05-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/16/5/2611 |