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 = A<sup>N</sup> of right-sided infinite sequences drawn from a finite alphabet A. T...
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| Format: | Article |
| Language: | English |
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Yaroslavl State University
2013-01-01
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| Series: | Моделирование и анализ информационных систем |
| Subjects: | |
| Online Access: | http://mais-journal.ru/jour/article/view/216 |
| Summary: | 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 = A<sup>N</sup> of right-sided infinite sequences drawn from a finite alphabet A. The new metric has a parameter which is a non-increasing function. We apply this metrics to nearest-neighbor entropy estimators. We prove that, under certain conditions, the estimators has a small variance. We show that a special selection of the metric parameters reduction of the estimator’s bias. The article is published in the author’s wording. |
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| ISSN: | 1818-1015 2313-5417 |