MCDMProbability distribution distance
Hellinger距离
Hellinger距离是一种对称、有界的度量,用于衡量两个概率分布之间的差异。该距离源于Ernst Hellinger (1909) 的工作,后由Anil Bhattacharyya (1946) 在统计散度方面进行了形式化,其取值范围从0(分布相同)到1。它是一个真正的度量,满足所有数学距离性质,并且特别适合以对称、数值稳定的方式比较概率分布。
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来源
- Hellinger, E. (1909). Neue Begründung der Theorie quadratischer Formen von unendlichvielen Veränderlichen. Journal für die Reine und Angewandte Mathematik, 136, 210-271. DOI: 10.1515/crll.1909.136.210 ↗
- Bhattacharyya, A. (1946). On a measure of divergence between two multinomial populations. Sankhya, 7, 401-406. link ↗
如何引用本页
ScholarGate. (2026, June 3). Hellinger Distance Metric. ScholarGate. https://scholargate.app/zh/decision-making/hellinger-distance
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