English

Non parametric estimation of joint, Renyi-Stallis entropies and mutual information and asymptotic limits

Methodology 2020-01-14 v2

Abstract

This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon R\'enyi-Tsallis entropies, and the mutual information estimates of a pair of discrete random variables. Almost sure consistency and central limit Theorems are established. Our theorical results are validated by simulations.

Keywords

Cite

@article{arxiv.1906.06484,
  title  = {Non parametric estimation of joint, Renyi-Stallis entropies and mutual information and asymptotic limits},
  author = {Amadou Diadie Ba and Gane Samb Lo and Cheikh Tidiane Seck},
  journal= {arXiv preprint arXiv:1906.06484},
  year   = {2020}
}

Comments

20 pages, 4 figures