Metric Driven Classification: A Non-Parametric Approach Based on the Henze–Penrose Test Statistic

Entropy-based divergence measures have proven their effectiveness in many areas of computer vision and pattern recognition. However, the complexity of their implementation might be prohibitive in resource-limited applications, as they require estimates of probability densities which are expensive to compute directly for high-dimensional data. In this paper, we investigate the usage of a non-parametric distribution-free metric, known as the...