Analysis of symbolic sequences using the Jensen-Shannon divergence.
@article{Grosse2002AnalysisOS, title={Analysis of symbolic sequences using the Jensen-Shannon divergence.}, author={Ivo Grosse and Pedro Bernaola-Galv{\'a}n and Pedro Carpena and Ram{\'o}n Rom{\'a}n-Rold{\'a}n and Jos{\'e} L. Oliver and H. Eugene Stanley}, journal={Physical review. E, Statistical, nonlinear, and soft matter physics}, year={2002}, volume={65 4 Pt 1}, pages={ 041905 } }
We study statistical properties of the Jensen-Shannon divergence D, which quantifies the difference between probability distributions, and which has been widely applied to analyses of symbolic sequences. We present three interpretations of D in the framework of statistical physics, information theory, and mathematical statistics, and obtain approximations of the mean, the variance, and the probability distribution of D in random, uncorrelated sequences. We present a segmentation method based on…
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