k-Nearest Neighbor Based Consistent Entropy Estimation for Hyperspherical Distributions

k-Nearest Neighbor Based Consistent Entropy Estimation for Hyperspherical Distributions

A consistent entropy estimator for hyperspherical data is proposed based on the k-nearest neighbor (knn) approach. The asymptotic unbiasedness and consistency of the estimator are proved. Moreover, cross entropy and Kullback-Leibler (KL) divergence estimators are also discussed. Simulation studies a...

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Bibliographic Details
Main Authors: Michael E. Andrew, Shengqiao Li, Robert M. Mnatsakanov
Format: Article
Language:English
Published: MDPI AG 2011-03-01
Series:Entropy
Subjects:
hyperspherical distribution
directional data
differential entropy
cross entropy
Kullback-Leibler divergence
k-nearest neighbor
Online Access:http://www.mdpi.com/1099-4300/13/3/650/

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