V2EX total variation distance

Total Variation Distance

释义 Definition

总变差距离:衡量两个概率分布差异大小的一种距离(度量)。在离散情形下,它等于两分布概率质量函数差的绝对值之和的一半:
\[ \mathrm{TV}(P,Q)=\tfrac12\sum_x |P(x)-Q(x)| \] 取值通常在 0 到 1 之间;0 表示完全相同,1 表示“几乎完全可区分”。(在连续情形用密度函数的积分形式表达。)

发音 Pronunciation (IPA)

/totl vrien dstns/

例句 Examples

The total variation distance between the two distributions is small.
这两个分布之间的总变差距离很小。

We bound the total variation distance to show that the Markov chain mixes rapidly.
我们通过给出总变差距离的上界来说明该马尔可夫链混合得很快。

词源 Etymology

该术语由 total(总的)+ variation(变差/变化量)+ distance(距离) 组合而成。“variation”来自拉丁语 variatio(变化),在数学中常指“总体变化量/变差”;与“distance”结合后,用来表示“两个对象差异的大小”。在概率论里,“总变差”对应于分布差异的“最大可区分程度”(与集合事件上概率差的最大值有关)。

相关词 Related Words

文献作品 Literary / Notable Works

  • Billingsley, Probability and Measure(讨论分布收敛与相关距离/度量时常出现)
  • Cover & Thomas, Elements of Information Theory(在比较分布与信息度量的语境中出现)
  • Wasserman, All of Statistics(统计推断与误差界、分布距离相关章节会使用)
  • Levin, Peres & Wilmer, Markov Chains and Mixing Times(用总变差距离刻画混合时间)
  • MacKay, Information Theory, Inference, and Learning Algorithms(推断与分布差异的讨论中出现)
关于     帮助文档     自助推广系统     博客     API     FAQ     Solana     5499 人在线   最高记录 6679       Select Language
创意工作者们的社区
World is powered by solitude
VERSION: 3.9.8.5 44ms UTC 07:10 PVG 15:10 LAX 00:10 JFK 03:10
Do have faith in what you're doing.
ubao msn snddm index pchome yahoo rakuten mypaper meadowduck bidyahoo youbao zxmzxm asda bnvcg cvbfg dfscv mmhjk xxddc yybgb zznbn ccubao uaitu acv GXCV ET GDG YH FG BCVB FJFH CBRE CBC GDG ET54 WRWR RWER WREW WRWER RWER SDG EW SF DSFSF fbbs ubao fhd dfg ewr dg df ewwr ewwr et ruyut utut dfg fgd gdfgt etg dfgt dfgd ert4 gd fgg wr 235 wer3 we vsdf sdf gdf ert xcv sdf rwer hfd dfg cvb rwf afb dfh jgh bmn lgh rty gfds cxv xcv xcs vdas fdf fgd cv sdf tert sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf shasha9178 shasha9178 shasha9178 shasha9178 shasha9178 liflif2 liflif2 liflif2 liflif2 liflif2 liblib3 liblib3 liblib3 liblib3 liblib3 zhazha444 zhazha444 zhazha444 zhazha444 zhazha444 dende5 dende denden denden2 denden21 fenfen9 fenf619 fen619 fenfe9 fe619 sdf sdf sdf sdf sdf zhazh90 zhazh0 zhaa50 zha90 zh590 zho zhoz zhozh zhozho zhozho2 lislis lls95 lili95 lils5 liss9 sdf0ty987 sdft876 sdft9876 sdf09876 sd0t9876 sdf0ty98 sdf0976 sdf0ty986 sdf0ty96 sdf0t76 sdf0876 df0ty98 sf0t876 sd0ty76 sdy76 sdf76 sdf0t76 sdf0ty9 sdf0ty98 sdf0ty987 sdf0ty98 sdf6676 sdf876 sd876 sd876 sdf6 sdf6 sdf9876 sdf0t sdf06 sdf0ty9776 sdf0ty9776 sdf0ty76 sdf8876 sdf0t sd6 sdf06 s688876 sd688 sdf86