MCDMInformation-theoretic divergence
Jensen-Shannon 散度
Jensen-Shannon 散度是一种对称的信息论度量,用于衡量两个概率分布之间的差异。它由 Jian Lin 于 1991 年开发,是对非对称 Kullback-Leibler 散度的改进,通过平均两个方向的散度克服了 KL 散度的方向性限制。其结果是一个真正的度量(满足三角不等式),取值范围从 0(相同分布)到 1,适用于对称比较任务。
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来源
- Lin, J. (1991). Divergence measures based on the Shannon entropy. IEEE Transactions on Information Theory, 37(1), 145-151. DOI: 10.1109/18.61115 ↗
- Cover, T. M., & Thomas, J. A. (1991). Elements of Information Theory. Wiley-Interscience. DOI: 10.1002/0471200611 ↗
如何引用本页
ScholarGate. (2026, June 3). Jensen-Shannon Information Divergence. ScholarGate. https://scholargate.app/zh/decision-making/jensen-shannon-divergence
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