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 |
| _version_ | 1797969369365479424 |
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| author | E. A. Timofeev |
| author_facet | E. A. Timofeev |
| author_sort | E. A. Timofeev |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-11T03:00:03Z |
| format | Article |
| id | doaj.art-e5cc55a6c8924cd28c4fe98f020d3ff7 |
| institution | Directory Open Access Journal |
| issn | 1818-1015 2313-5417 |
| language | English |
| last_indexed | 2024-04-11T03:00:03Z |
| publishDate | 2013-01-01 |
| publisher | Yaroslavl State University |
| record_format | Article |
| series | Моделирование и анализ информационных систем |
| spelling | doaj.art-e5cc55a6c8924cd28c4fe98f020d3ff72023-01-02T14:20:05ZengYaroslavl State UniversityМоделирование и анализ информационных систем1818-10152313-54172013-01-01202178185209Algorithm for Efficient Entropy EstimationE. A. Timofeev0Ярославский государственный университет им. П. Г. ДемидоваWe 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.http://mais-journal.ru/jour/article/view/216энтропиянепараметрическая оценкаметрикашармера Бернулли |
| spellingShingle | E. A. Timofeev Algorithm for Efficient Entropy Estimation Моделирование и анализ информационных систем энтропия непараметрическая оценка метрика шар мера Бернулли |
| title | Algorithm for Efficient Entropy Estimation |
| title_full | Algorithm for Efficient Entropy Estimation |
| title_fullStr | Algorithm for Efficient Entropy Estimation |
| title_full_unstemmed | Algorithm for Efficient Entropy Estimation |
| title_short | Algorithm for Efficient Entropy Estimation |
| title_sort | algorithm for efficient entropy estimation |
| topic | энтропия непараметрическая оценка метрика шар мера Бернулли |
| url | http://mais-journal.ru/jour/article/view/216 |
| work_keys_str_mv | AT eatimofeev algorithmforefficiententropyestimation |