In applications of differential geometry to problems of parametric inference, the notion of divergence is often used to measure the separation between two parametric densities. Among them, in this paper, we will verify measures such as Kullback-Leibler information, J-divergence, Hellinger distance, -Divergence, … and so on. Properties and results related to distance between probability d...

Discriminating speaking styles is an important issue in speech recognition, speaker recognition and speaker segmentation. This paper compares distance measures between Gaussian distributions for discriminating speaking styles. The Mahalanobis distance, the Bhattacharyya distance and the Kullback-Leibler divergence, which are in common use for a definition as a distance measure between Gaussian ...

The use of probability in system identification is shown to be equivalent to measuring Kullback-Leibler distance between the actual (empirical) and model distributions of data. When data are not known completely (being compressed, quantized, aggregated, missing etc.), the minimum distance approach can be seen as an asymptotic approximation of probabilistic inference. A class of problems is poin...

Consider the problem of estimating true density, h(.) based upon a random sample X1,…, Xn. In general, h(.)is approximated using an appropriate in some sense, see below) model fƟ(x). This article using Vuong's (1989) test along with a collection of k(> 2) non-nested models constructs a set of appropriate models, say model confidence set, for unknown model h(.).Application of such confide...

We consider the problem of computing the Kullback-Leibler distance, also called the relative entropy, between a probabilistic context-free grammar and a probabilistic finite automaton. We show that there is a closed-form (analytical) solution for one part of the Kullback-Leibler distance, viz. the cross-entropy. We discuss several applications of the result to the problem of distributional appr...

In molecular biology, the issue of quantifying the similarity between two biological sequences is very important. Past research has shown that word-based search tools are computationally efficient and can find some new functional similarities or dissimilarities invisible to other algorithms like FASTA. Recently, under the independent model of base composition, Wu, Burke, and Davison (1997, Biom...

Several methods that use the notion of viewpoint quality have been recently introduced in different areas of computer graphics, such as scene understanding, exploration of virtual worlds, radiosity and global illumination, image-based rendering and modelling. In this paper, we analyze the behavior of three different viewpoint quality measures. The first one is a heuristic measure, the second on...

A system that performs text categorization aims to assign appropriate categories from a predefined classification scheme to incoming documents. These assignments might be used for varied purposes such as filtering, or retrieval. This paper introduces a new effective model for text categorization with great corpus (more or less 1 million documents). Text categorization is performed using the Kul...

This paper proposes a model averaging method based on Kullback-Leibler distance under a homoscedastic normal error term. The resulting model average estimator is proved to be asymptotically optimal. When combining least squares estimators, the model average estimator is shown to have the same large sample properties as the Mallows model average (MMA) estimator developed by Hansen (2007). We sho...