bayesvalidrox.surrogate_models.sequential_design.hellinger_distance

bayesvalidrox.surrogate_models.sequential_design.hellinger_distance(P, Q)

Hellinger distance between two continuous distributions.

The maximum distance 1 is achieved when P assigns probability zero to every set to which Q assigns a positive probability, and vice versa. 0 (identical) and 1 (maximally different)

Parameters

Parray

Reference likelihood.

Qarray

Estimated likelihood.

Returns

float

Hellinger distance of two distributions.