Related papers: Estimation of Shannon differential entropy: An ext…
A class of estimators of the R\'{e}nyi and Tsallis entropies of an unknown distribution $f$ in $\mathbb{R}^m$ is presented. These estimators are based on the $k$th nearest-neighbor distances computed from a sample of $N$ i.i.d. vectors with…
We present a detailed derivation of some estimators of Shannon entropy for discrete distributions. They hold for finite samples of N points distributed into M "boxes", with N and M -> oo, but N/M < oo. In the high sampling regime (<< 1…
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…
We present a new class of estimators of Shannon entropy for severely undersampled discrete distributions. It is based on a generalization of an estimator proposed by T. Schuermann, which itself is a generalization of an estimator proposed…
The problem of Shannon entropy estimation in countable infinite alphabets is addressed from the study and use of convergence results of the entropy functional, which is known to be discontinuous with respect to the total variation distance…
The problem of estimation of density functionals like entropy and mutual information has received much attention in the statistics and information theory communities. A large class of estimators of functionals of the probability density…
For studies in reliability, biometry, and survival analysis, the length-biased distribution is often well-suited for certain natural sampling plans. In this paper, we study the strong uniform consistency of two nonparametric estimators for…
Reliable data-driven estimation of Shannon entropy from small data sets, where the number of examples is potentially smaller than the number of possible outcomes, is a critical matter in several applications. In this paper, we introduce a…
This paper introduces a class of k-nearest neighbor ($k$-NN) estimators called bipartite plug-in (BPI) estimators for estimating integrals of non-linear functions of a probability density, such as Shannon entropy and R\'enyi entropy. The…
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…
We introduce unbiased estimators for the Shannon entropy and the class number, in the situation that we are able to take sequences of independent samples of arbitrary length.
This paper studies the problem of estimating the differential entropy $h(S+Z)$, where $S$ and $Z$ are independent $d$-dimensional random variables with $Z\sim\mathcal{N}(0,\sigma^2 \mathrm{I}_d)$. The distribution of $S$ is unknown, but $n$…
We examine the estimation of the Kullback-Leibler (KL) divergence and the use of the goodness-of-fit test for multivariate continuous distributions. Our starting point is the maximum entropy principle for Shannon entropy: among all…
The statistical analysis of data stemming from dynamical systems, including, but not limited to, time series, routinely relies on the estimation of information theoretical quantities, most notably Shannon entropy. To this purpose, possibly…
Many statistical procedures, including goodness-of-fit tests and methods for independent component analysis, rely critically on the estimation of the entropy of a distribution. In this paper, we seek entropy estimators that are efficient…
Shannon entropy is often a quantity of interest to linguists studying the communicative capacity of human language. However, entropy must typically be estimated from observed data because researchers do not have access to the underlying…
Consider two populations characterized by independent random variables $X_1$ and $X_2$ such that $X_i, i=1,2,$ follows a gamma distribution with an unknown scale parameter $\theta_i>0$, and known shape parameter $\alpha >0$ (the same shape…
The manifold hypothesis suggests that high-dimensional data often lie on or near a low-dimensional manifold. Estimating the dimension of this manifold is essential for leveraging its structure, yet existing work on dimension estimation is…
We consider estimating the Shannon entropy of a discrete distribution $P$ from $n$ i.i.d. samples. Recently, Jiao, Venkat, Han, and Weissman, and Wu and Yang constructed approximation theoretic estimators that achieve the minimax $L_2$…
Shannon entropy for discrete distributions is a fundamental and widely used concept, but its continuous analogue, known as differential entropy, lacks essential properties such as positivity and compatibility with the discrete case. In this…