Analysis of symbolic sequences using the Jensen-Shannon divergence

✍ Scribed by Grosse, Ivo; Bernaola-Galván, Pedro; Carpena, Pedro; Román-Roldán, Ramón; Oliver, Jose; Stanley, H. Eugene

• Book ID: 121715793
• Publisher: The American Physical Society
• Year: 2002
• Tongue: English
• Weight: 270 KB
• Volume: 65
• Category: Article
• ISSN: 1063-651X
• DOI: 10.1103/physreve.65.041905

✦ Synopsis

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.