Correntropy: A Localized Similarity Measure

  • Weifeng Liu
  • Pokharel P
  • Principe J
  • 53


    Mendeley users who have this article in their library.
  • 53


    Citations of this article.


The measure of similarity normally utilized in statistical signal processing is based on second order moments. In this paper, we reveal the probabilistic meaning of correntropy as a new localized similarity measure based on information theoretic learning (ITL) and kernel methods. As such it has vastly different properties when compared with mean square error (MSE) that can be very useful in nonlinear, non-Gaussian signal processing. Two examples are presented to illustrate the technique.

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document


  • Weifeng Liu

  • P.P. Pokharel

  • J.C. Principe

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free