Parametric Bayesian Estimation of Differential Entropy and Relative Entropy
Given iid samples drawn from a distribution with known parametric form, we propose the minimization of expected Bregman divergence to form Bayesian estimates of differential entropy and relative entropy, and derive such estimators for the uniform, Gaussian, Wishart, and inverse Wishart distributions...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2010-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/12/4/818/ |