Category: F-divergences

In probability theory, the total variation distance is a distance measure for probability distributions. It is an example of a statistical distance metric, and is sometimes called the statistical dist

In mathematical statistics, the Kullback–Leibler divergence (also called relative entropy and I-divergence), denoted , is a type of statistical distance: a measure of how one probability distribution

In information geometry, a divergence is a kind of statistical distance: a binary function which establishes the separation from one probability distribution to another on a statistical manifold. The

In probability and statistics, the Hellinger distance (closely related to, although different from, the Bhattacharyya distance) is used to quantify the similarity between two probability distributions

In probability theory, an -divergence is a function that measures the difference between two probability distributions and . Many common divergences, such as KL-divergence, Hellinger distance, and tot