Timeline for L1 distance between gaussian measures
Current License: CC BY-SA 2.5
18 events
| when toggle format | what | by | license | comment | |
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| Mar 5, 2020 at 8:58 | vote | accept | robin girard | ||
| Feb 27, 2020 at 15:52 | answer | added | dohmatob | timeline score: 2 | |
| Jul 3, 2016 at 12:45 | answer | added | Fedor Goncharov | timeline score: 0 | |
| Oct 2, 2015 at 9:53 | comment | added | user80963 | Do you have a citation for the exact formula in the case where variances are equal? | |
| May 13, 2011 at 14:51 | comment | added | André Schlichting | You can get a little bit better with your strategy. Take as intermediate measure $P_{1/2}$ a Gaussian with mean $m_0$ and variance $C_1$ or vice versa. Then you just estimate by using the triangle inequality and the resulting both distances as follows: Firstly, use the exact formula for the difference of the two Gaussians with the same variance. Secondly, use Kullback-Leibler divergence to estimate the both Gaussians with the same mean. | |
| Mar 7, 2011 at 9:21 | comment | added | robin girard | I have tried to answer a somehow related question on stats.stackexchange to start a discussion on the interpolation question stats.stackexchange.com/questions/7912/… | |
| Feb 4, 2011 at 6:23 | answer | added | Or Zuk | timeline score: 1 | |
| Sep 22, 2010 at 6:19 | history | edited | robin girard | CC BY-SA 2.5 |
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| Aug 5, 2010 at 7:05 | history | edited | robin girard | CC BY-SA 2.5 |
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| Aug 5, 2010 at 7:04 | comment | added | robin girard | oops, thanks, I have updated the question... | |
| Aug 5, 2010 at 6:50 | history | edited | robin girard | CC BY-SA 2.5 |
added 2 missing for $d_1$ in the case of equal variance
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| Aug 4, 2010 at 21:42 | comment | added | George Lowther | Shouldn't your formula read $d_1=4\Phi(\sigma/2)-2$, which takes the expected values $d_1=0$ when $\sigma=0$ and $d_1\to2$ as $\sigma\to\infty$? | |
| Aug 4, 2010 at 17:53 | history | edited | robin girard | CC BY-SA 2.5 |
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| Jul 27, 2010 at 20:14 | history | edited | robin girard | CC BY-SA 2.5 |
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| Jul 19, 2010 at 6:15 | history | edited | robin girard |
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| Jun 30, 2010 at 8:41 | history | edited | robin girard |
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| Jun 23, 2010 at 6:37 | history | edited | robin girard |
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| Jun 22, 2010 at 7:15 | history | asked | robin girard | CC BY-SA 2.5 |