Unscented Hellinger distance between GMMs
This is a demo code for the unscented Hellinger distance between a pair of Gaussian mixture models. The code follows the derivation of the multivariate unscented Hellinger distance introduced in [1]. Unlike the Kullback-Leibler divergence, the Hellinger distance is a proper metric between the distributions and is constrained to interval (0,1) with 0 meaning complete similarity and 1 complete dissimilarity.
[1] M. Kristan, A. Leonardis, D. Skočaj, "Multivariate online Kernel Density Estimation", Pattern Recognition, 2011. (url: http://vicos.fri.uni-lj.si/data/publications/KristanPR11.pdf)
引用
Matej Kristan (2024). Unscented Hellinger distance between GMMs (https://www.mathworks.com/matlabcentral/fileexchange/36164-unscented-hellinger-distance-between-gmms), MATLAB Central File Exchange. 取得済み .
MATLAB リリースの互換性
プラットフォームの互換性
Windows macOS Linuxカテゴリ
- AI, Data Science, and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions > Multivariate Distributions > Gaussian Mixture Distribution >
タグ
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!