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A note on the convergence of the Bayesian entropy estimator for exchangeable partitions

Probability 2023-11-20 v1

Abstract

We show that when the proportions of a countable set of species are organized as an exchangeable partition of the unit interval and we take a sample on it, then the Bayesian posterior entropy converges a.s. and in L^1 to the entropy of the species when the sample size diverges to infinity.

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Cite

@article{arxiv.2311.10698,
  title  = {A note on the convergence of the Bayesian entropy estimator for exchangeable partitions},
  author = {Servet Martinez},
  journal= {arXiv preprint arXiv:2311.10698},
  year   = {2023}
}

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8 pages