Vondra Bojan
Department of Communication and Space Technologies, Faculty of Electrical Engineering and Computing, University of Zagreb, 10000 Zagreb, Croatia.
Entropy (Basel). 2024 Dec 9;26(12):1069. doi: 10.3390/e26121069.
A method for evaluating Kullback-Leibler (KL) divergence and Squared Hellinger (SH) distance between empirical data and a model distribution is proposed. This method exclusively utilises the empirical Cumulative Distribution Function (CDF) of the data and the CDF of the model, avoiding data processing such as histogram binning. The proposed method converges almost surely, with the proof based on the use of exponentially distributed waiting times. An example demonstrates convergence of the KL divergence and SH distance to their true values when utilising the Generalised Pareto (GP) distribution as empirical data and the K distribution as the model. Another example illustrates the goodness of fit of these (GP and K-distribution) models to real sea clutter data from the widely used Intelligent PIxel processing X-band (IPIX) measurements. The proposed method can be applied to assess the goodness of fit of various models (not limited to GP or K distribution) to clutter measurement data such as those from the Adriatic Sea. Distinctive features of this small and immature sea, like the presence of over 1300 islands that affect local wind and wave patterns, are likely to result in an amplitude distribution of sea clutter returns that differs from predictions of models designed for oceans or open seas. However, to the author's knowledge, no data on this specific topic are currently available in the open literature, and such measurements have yet to be conducted.
提出了一种评估经验数据与模型分布之间的库尔贝克-莱布勒(KL)散度和平方赫林格(SH)距离的方法。该方法仅利用数据的经验累积分布函数(CDF)和模型的CDF,避免了诸如直方图分箱等数据处理。所提出的方法几乎必然收敛,其证明基于指数分布等待时间的使用。一个例子表明,当使用广义帕累托(GP)分布作为经验数据且使用K分布作为模型时,KL散度和SH距离收敛到其真实值。另一个例子说明了这些(GP和K分布)模型对来自广泛使用的智能像素处理X波段(IPIX)测量的真实海杂波数据的拟合优度。所提出的方法可用于评估各种模型(不限于GP或K分布)对诸如来自亚得里亚海的杂波测量数据的拟合优度。这片小而不成熟的海域的独特特征,如存在超过1300个影响局部风浪模式的岛屿,可能导致海杂波回波的幅度分布与为大洋或公海设计的模型预测不同。然而,据作者所知,公开文献中目前没有关于这个特定主题的数据,并且尚未进行此类测量。