Algorithm for Efficient Entropy Estimation
We consider the problem of the nonparametric entropy estimation of a stationary ergodic process. Our approach is based on the nearest-neighbor distances. We propose a broad class of metrics on the space Ω = AN of right-sided infinite sequences drawn from a finite alphabet A. The new metric has a par...
Saved in:
Main Author: | E. A. Timofeev |
---|---|
Format: | Article |
Language: | English |
Published: |
Yaroslavl State University
2013-04-01
|
Series: | Моделирование и анализ информационных систем |
Subjects: | |
Online Access: | https://www.mais-journal.ru/jour/article/view/216 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Unbiased Entropy Estimator for Binary Sequences
by: E. A. Timofeev
Published: (2013-02-01) -
Balls in Sequence Spaces
by: E. A. Timofeev
Published: (2015-02-01) -
On asymptotics of the entropy estimator bias for Bernoulli measures
by: E. A. Timofeev
Published: (2009-12-01) -
On asymptotics of the entropy estimator variance for symmetric Bernoulli measures
by: E. A. Timofeev
Published: (2009-09-01) -
Bias of the Entropy Estimator for Symmetric Bernoulli Measures and the Weak Metric
by: N. E. Timofeeva
Published: (2015-02-01)