On the f -divergence for non-additive measures

descriptionPublicationkeyboard_double_arrow_right Article 01 Jun 2016 Spain English Publisher:Elsevier BVJournal:Fuzzy Sets and Systems, volume 292, pages 364-379 (issn: 0165-0114,

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Authors: Vicenç Torra; Yasuo Narukawa; Michio Sugeno;

doi: 10.1016/j.fss.2015.07.006

handle: 10261/136962

On the f -divergence for non-additive measures

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Abstract

The f-divergence evaluates the dissimilarity between two probability distributions defined in terms of the Radon-Nikodym derivative of these two probabilities. The f-divergence generalizes the Hellinger distance and the Kullback-Leibler divergence among other divergence functions. In this paper we define an analogous function for non-additive measures. We discuss them for distorted Lebesgue measures and give examples. Examples focus on the Hellinger distance.

Partial support by the Spanish MEC projects ARES (CONSOLIDER INGENIO 2010 CSD2007-00004), eAEGIS (TSI2007-65406-C03-02), and COPRIVACY (TIN2011-27076-C03-03) is acknowledged

Peer Reviewed

Country

Spain

Related Organizations

Spanish National Research Council
Spain
University of Skövde
Sweden

Keywords

Non-additive measures, Hellinger distance, Fuzzy measure theory, Capacities, fuzzy measures, Choquet integral, Radon-Nikodym derivative, Fuzzy measures, non-additive measures, capacities

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