The Cauchy–Schwarz Divergence for Poisson Point Processes

DOI10.1109/TIT.2015.2441709zbMATH Open1359.94327arXiv1312.6224OpenAlexW3103587788MaRDI QIDQ2977356FDOQ2977356

Authors: Hung Gia Hoang, Ba-Ngu Vo, Ba Tuong Vo, Ronald P. S. Mahler 

Publication date: 28 April 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: In this paper, we extend the notion of Cauchy-Schwarz divergence to point processes and establish that the Cauchy-Schwarz divergence between the probability densities of two Poisson point processes is half the squared $mathbf{L}^2$-distance between their intensity functions. Extension of this result to mixtures of Poisson point processes and, in the case where the intensity functions are Gaussian mixtures, closed form expressions for the Cauchy-Schwarz divergence are presented. Our result also implies that the Bhattachryaa distance between the probability distributions of two Poisson point processes is equal to the square of the Hellinger distance between their intensity measures. We illustrate the result via a sensor management application where the system states are modeled as point processes.

Full work available at URL: https://arxiv.org/abs/1312.6224

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Measures of information, entropy (94A17)

Cited In (2)

• On the moment distance of Poisson processes
• An information aware event-triggered scheme for particle filter based remote state estimation

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