The Cauchy-Schwarz divergence for poisson point processes
Hung Gia Hoang, Ba‐Ngu Vo, Ba-Tuong Vo, Ronald Mahler · 2014
Information theoretic divergences are fundamental tools used to measure the difference between the information conveyed by two random processes. In this paper, we show that the Cauchy-Schwarz divergence between two Poisson point processes is the half the squared L2-distance between their respective intensity functions. Moreover, this can be evaluated in closed form when the intensities are Gaussian mixtures.