Statistical distance
Statistical distance refers to measures of dissimilarity between probability measures. They are mostly not a metric.
Information theoretic approaches
- f-divergence: includes KL-divergence, Hellinger distance, Total variation
- Renyi's divergence
- Jensen–Shannon divergence
Probability measure based approacehs
- Bhattacharyya distance
- Probability metric
- Wasserstein metric: also known as Kantorovich metric, or earth movers distance
Other approaches