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Related papers: Unbiased Estimators for Entropy and Class Number

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Entropy estimation plays a significant role in biology, economics, physics, communication engineering and other disciplines. It is increasingly used in software engineering, e.g. in software confidentiality, software testing, predictive…

Information Theory · Computer Science 2025-01-22 Ilaria Pia la Torre , David A. Kelly , Hector D. Menendez , David Clark

We present two new estimators for estimating the entropy of absolutely continuous random variables. Some properties of them are considered, specifically consistency of the first is proved. The introduced estimators are compared with the…

Statistics Theory · Mathematics 2014-05-05 A. Kohansal , S. Rezakhah

This paper derives closed-form unbiased estimators of central moments in multilevel random-effects models with unbalanced group sizes. In a two-level model, we provide unbiased estimators for the second, third, and fourth central moments…

Econometrics · Economics 2026-04-01 Dan Ben-Moshe , David Genesove

Debiased estimation has long been an area of research in the group testing literature. This has led to the development of several estimators with the goal of bias minimization and, recently, an unbiased estimator based on sequential…

Methodology · Statistics 2018-06-08 Gregory Haber , Yaakov Malinovsky

Estimation using pooled sampling has long been an area of interest in the group testing literature. Such research has focused primarily on the assumed use of fixed sampling plans (i), although some recent papers have suggested alternative…

Statistics Theory · Mathematics 2017-03-27 Gregory Haber , Yaakov Malinovsky , Paul Albert

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

Entropic measures provide analytic tools to help us understand correlation in quantum systems. In our previous work, we calculated linear entropy and von Neumann entropy as entanglement measures for the ground state and lower lying excited…

Quantum Physics · Physics 2015-07-21 Chien-Hao Lin , Yew Kam Ho

Non Performing Asset(NPA) has been in a serious attention by banks over the past few years. NPA cause a huge loss to the banks hence it becomes an extremely critical step in deciding which loans have the capabilities to become an NPA and…

Machine Learning · Computer Science 2020-05-01 Ambarish Moharil , Nikhil Sonavane , Chirag Kedia , Mansimran Singh Anand

Calculating the Shannon entropy for symbolic sequences has been widely considered in many fields. For descriptive statistical problems such as estimating the N-gram entropy of English language text, a common approach is to use as much data…

Information Theory · Computer Science 2018-05-24 Andrew D. Back , Daniel Angus , Janet Wiles

In the present paper, we consider the plug-in estimator of Shannon's entropy defined on a finite alphabet which is assumed to dynamically vary as the sample size increases. The asymptotic behaviors for the plug-in estimator, such as,…

Probability · Mathematics 2024-10-01 Zhenhong Yu , Yu Miao

Estimating the unknown number of classes in a population has numerous important applications. In a Poisson mixture model, the problem is reduced to estimating the odds that a class is undetected in a sample. The discontinuity of the odds…

Statistics Theory · Mathematics 2007-08-22 Chang Xuan Mao , Bruce G. Lindsay

We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. We consider two kernel-type estimators of Shannon's entropy. As a consequence, an asymptotic 100% confidence interval of entropy is…

Statistics Theory · Mathematics 2019-03-06 Salim Bouzebda , Issam Elhattab

We provide a condition under which a version of Shannon's Entropy Power Inequality will hold for dependent variables. We provide information inequalities extending those found in the independent case.

Probability · Mathematics 2007-05-23 Oliver Johnson

We address the problem of existence of unbiased constrained parameter estimators. We show that if the constrained set of parameters is compact and the hypothesized distributions are absolutely continuous with respect to one another, then…

Statistics Theory · Mathematics 2016-09-26 Anelia Somekh-Baruch , Amir Leshem , Venkatesh Saligrama

In this research work, a total of 45 different estimators of the Shannon differential entropy were reviewed. The estimators were mainly based on three classes, namely: window size spacings, kernel density estimation (KDE) and k-nearest…

Methodology · Statistics 2024-07-01 Mbanefo S. Madukaife , Ho Dang Phuc

In this work we determine and discuss the entropic uncertainty measures of Shannon type for all the discrete stationary states of the multidimensional harmonic systems directly in terms of the states' hyperquantum numbers, the…

Quantum Physics · Physics 2018-12-19 I. V. Toranzo , J. S. Dehesa

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft and Soofi…

Statistics Theory · Mathematics 2020-01-03 Luai Al-Labadi , Viskakh Patel , Kasra Vakiloroayaei , Clement Wan

We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to…

Statistics Theory · Mathematics 2019-04-23 Jose H. Blanchet , Peter W. Glynn , Yanan Pei

We introduce a method for quantifying the inherent unpredictability of a continuous-valued time series via an extension of the differential Shannon entropy rate. Our extension, the specific entropy rate, quantifies the amount of predictive…

Machine Learning · Computer Science 2016-06-09 David Darmon