"Goshiwen" <[EMAIL PROTECTED]> wrote in message news:[EMAIL PROTECTED] > > > How to compute the mean of samples in terms of Jensen-Shannon > divergence? > > > Thanks. > > > > > > > I'm not sure what you mean by this. Are you talking about the actual > > calculation of the divergence, where you need a weighted average > probability > > distribution? > > > > Duncan > > How to specify the weight and how to get the average distribution? > > Thanks. > >
I've never given the weighting a great deal of thought, because whenever I've used the JS divergence it has made sense for the measure to be symmetric (so I choose equal weights). To get the average distribution just take the weighted average of the corresponding probabilities for each probability table. e.g. table1, w1 (0.4, 0.6) table2, w2 (0.2, 0.8) average table (0.4*w1+0.2*w2, 0.6*w1+0.8*w2) What weights will make most sense I can't say, but the measure will AFAIK only be symmetric for equal weights. So one question you should ask yourself is, "does it make sense for the distance from table1 to table2 to be different from the distance from table2 to table1?" Duncan . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
