Analysis of symbolic sequences using the Jensen-Shannon divergence -: art. no. 041905
Analysis of symbolic sequences using the Jensen-Shannon divergence -: art. no. 041905
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DOI：
10.1103/physreve.65.041905
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发表时间：
2002-04-01
影响因子：
2.4
通讯作者：
Stanley, HE
中科院分区：
文献类型：
--
作者：
Grosse, I;Bernaola-Galván, P;Stanley, HE
我们研究 Jensen-Shannon 散度 D 的统计特性，它量化了概率分布之间的差异，并已广泛应用于符号序列的分析。我们在统计物理学、信息论和数理统计的框架中提出了 D 的三种解释，并获得了随机、不相关序列中 D 的均值、方差和概率分布的近似值。我们提出了一种基于 D 的分割方法，能够将非平稳符号序列分割成平稳子序列，并将该方法应用于 DNA 序列，已知 DNA 序列在各种不同长度尺度上都是非平稳的。
We study statistical properties of the Jensen-Shannon divergence D, which quantifies the difference between probability distributions, and which has been widely applied to analyses of symbolic sequences. We present three interpretations of D in the framework of statistical physics, information theory, and mathematical statistics, and obtain approximations of the mean, the variance, and the probability distribution of D in random, uncorrelated sequences. We present a segmentation method based on D that is able to segment a nonstationary symbolic sequence into stationary subsequences, and apply this method to DNA sequences, which are known to be nonstationary on a wide range of different length scales.