A New Family of Bounded Divergence Measures and Application to Signal Detection

Shivakumar Jolad, Ahmed Roman, Mahesh C. Shastry, Mihir Gadgil, Ayanendranath Basu

2016

Abstract

We introduce a new one-parameter family of divergence measures, called bounded Bhattacharyya distance (BBD) measures, for quantifying the dissimilarity between probability distributions. These measures are bounded, symmetric and positive semi-definite and do not require absolute continuity. In the asymptotic limit, BBD measure approaches the squared Hellinger distance. A generalized BBD measure for multiple distributions is also introduced. We prove an extension of a theorem of Bradt and Karlin for BBD relating Bayes error probability and divergence ranking. We show that BBD belongs to the class of generalized Csiszar f-divergence and derive some properties such as curvature and relation to Fisher Information. For distributions with vector valued parameters, the curvature matrix is related to the Fisher-Rao metric. We derive certain inequalities between BBD and well known measures such as Hellinger and Jensen-Shannon divergence. We also derive bounds on the Bayesian error probability. We give an application of these measures to the problem of signal detection where we compare two monochromatic signals buried in white noise and differing in frequency and amplitude.

Paper Citation

in Harvard Style

Jolad S., Roman A., Shastry M., Gadgil M. and Basu A. (2016). A New Family of Bounded Divergence Measures and Application to Signal Detection . In Proceedings of the 5th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM, ISBN 978-989-758-173-1, pages 72-83. DOI: 10.5220/0005695200720083

in Bibtex Style

@conference{icpram16,
author={Shivakumar Jolad and Ahmed Roman and Mahesh C. Shastry and Mihir Gadgil and Ayanendranath Basu},
title={A New Family of Bounded Divergence Measures and Application to Signal Detection},
booktitle={Proceedings of the 5th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,},
year={2016},
pages={72-83},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005695200720083},
isbn={978-989-758-173-1},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 5th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,
TI - A New Family of Bounded Divergence Measures and Application to Signal Detection
SN - 978-989-758-173-1
AU - Jolad S.
AU - Roman A.
AU - Shastry M.
AU - Gadgil M.
AU - Basu A.
PY - 2016
SP - 72
EP - 83
DO - 10.5220/0005695200720083