Algorithm for Efficient Entropy Estimation

Modelirovanie i Analiz Informacionnyh Sistem

E. A. Timofeev¹ 

[1] P.G. Demidov Yaroslavl State University;

关键词: entropy;    nonparametric statistic;    metric;    ball;    bernoulli’s measure;   

DOI  :  10.18255/1818-1015-2013-2-178-185

来源: DOAJ

【 摘 要 】

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 = AN 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.

【 授权许可】

Unknown