Inference of entropies of discrete random variables with unknown cardinalities
Data Analysis, Statistics and Probability
2014-02-04 v1
Abstract
We examine the recently introduced NSB estimator of entropies of severely undersampled discrete variables and devise a procedure for calculating the involved integrals. We discover that the output of the estimator has a well defined limit for large cardinalities of the variables being studied. Thus one can estimate entropies with no a priori assumptions about these cardinalities, and a closed form solution for such estimates is given.
Cite
@article{arxiv.physics/0207009,
title = {Inference of entropies of discrete random variables with unknown cardinalities},
author = {Ilya Nemenman},
journal= {arXiv preprint arXiv:physics/0207009},
year = {2014}
}
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8 pages