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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Bibliographic Details
Main Author: E. A. Timofeev
Format: Article
Language:English
Published: Yaroslavl State University 2013-01-01
Series:Моделирование и анализ информационных систем
Subjects:
Online Access:http://mais-journal.ru/jour/article/view/216

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