Questions tagged [f-divergence]

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What to consider when choosing between f-divergence measures? (e.g.: kl-divergence, chi-square divergence, etc.)

I have some baseline population, and I have a non random sample from that population. For both the population and the sample I have observation of some measure (for simplicity, let's say age). I would like to measure how "un-similar" my sample is…
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What does the corresponding f(t) mean with respect to f-divergences?

In terms of f-divergences, what does the corresponding $f(t)$ refer to, what does it mean and why is it important? For example, with the KL-divergence the corresponding $f(t)$ is ${t \ log \ t}$. I have been trying to find out what this actually…
Mari153
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Jensen-Shannon Divergence for ranking distance of two or more pairs of distributions

let's say I calculate JSD between two distributions A and B as: JSD(A, B)= x and JSD(C, D)=y and JSD(K,L)= z. If x>y>z, can I say K and L are closer to each other than D and C and A and B? My question is not about what kind of closeness JSD is…
Mina
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