I was reading about different distribution distances, and came across

  • Kullback-Leibler divergence
  • Jensen-Shannon divergence
  • Wasserstein distance
  • Maximum mean discrepancy (MMD)

The book was too abstract for me to absorb. What are the differences between them, actually?

  • 1
    $\begingroup$ Do you care about those four distances specifically or are you asking about distances in general and why there are multiple? $\endgroup$
    – Alex L
    Mar 17, 2019 at 3:37
  • $\begingroup$ I care about the four distances specifically $\endgroup$ Mar 17, 2019 at 10:00


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