Abstract
The traditional Minkowski distances are induced by the corresponding Minkowski norms in real-valued vector spaces. In this work, we propose statistical symmetric distances based on the Minkowski’s inequality for probability densities belonging to Lebesgue spaces. These statistical Minkowski distances admit closed-form formula for Gaussian mixture models when parameterized by integer exponents.
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Notes
- 1.
Like any distance based on the log ratio of triangle inequality gap induced by a homogeneous norm.
- 2.
Because \(\sum _i \alpha _i B_F(\theta _i:\bar{\theta })=J_F({\theta _1},\ldots , {\theta _k};\alpha _1,\ldots ,\alpha _k)\) for the barycenter \(\bar{\theta }=\sum _i\alpha _i \theta _i\), where \(B_F(\theta :\theta ')=F(\theta )-F(\theta ')-(\theta -\theta ')^\top \nabla F(\theta ')\) is a Bregman divergence.
- 3.
To apply the multinomial expansion, we need elements to commute wrt. the product. Thus it does not apply to the matrix cases.
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Nielsen, F. (2019). The Statistical Minkowski Distances: Closed-Form Formula for Gaussian Mixture Models. In: Nielsen, F., Barbaresco, F. (eds) Geometric Science of Information. GSI 2019. Lecture Notes in Computer Science(), vol 11712. Springer, Cham. https://doi.org/10.1007/978-3-030-26980-7_37
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