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Hellinger affinity (∫pq​dμ)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics f-divergence Squared Hellinger distance Hellinger distance
2026-10-06  0 By others on same topic  0 Discussions Create my own version
The Hellinger affinity of dominated probability measures is the integral of the geometric mean of their probability density functions. It lies in [0,1] by Cauchy-Schwarz inequality. The unnormalized squared Hellinger distance is 2−2 times this affinity; this identity makes the relation with relative entropy particularly simple.

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  1. Hellinger distance
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  • Hellinger affinity
  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 36 / 1 / Solution

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