The Cauchy-Schwarz divergence for poisson point processes
Information theoretic divergences are fundamental tools used to measure the difference between the information conveyed by two random processes. In this paper, we show that the Cauchy-Schwarz divergence between two Poisson point processes is the half the squared L2-distance between their respective...
| Main Authors: | , , , |
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| Format: | Conference Paper |
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IEEE Computer Society
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/14417 |
| Summary: | Information theoretic divergences are fundamental tools used to measure the difference between the information conveyed by two random processes. In this paper, we show that the Cauchy-Schwarz divergence between two Poisson point processes is the half the squared L2-distance between their respective intensity functions. Moreover, this can be evaluated in closed form when the intensities are Gaussian mixtures. © 2014 IEEE. |
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