Contribution to Transfer Entropy Estimation via the k-Nearest-Neighbors Approach

Contribution to Transfer Entropy Estimation via the k-Nearest-Neighbors Approach

This paper deals with the estimation of transfer entropy based on the k-nearest neighbors (k-NN) method. To this end, we first investigate the estimation of Shannon entropy involving a rectangular neighboring region, as suggested in already existing literature, and develop two kinds of entropy estim...

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Bibliographic Details
Main Authors: Jie Zhu, Jean-Jacques Bellanger, Huazhong Shu, Régine Le Bouquin Jeannès
Format: Article
Language:English
Published: MDPI AG 2015-06-01
Series:Entropy
Subjects:
entropy estimation
k nearest neighbors
transfer entropy
bias reduction
Online Access:http://www.mdpi.com/1099-4300/17/6/4173

Internet

http://www.mdpi.com/1099-4300/17/6/4173

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