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Related papers: Bias Analysis in Entropy Estimation

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Estimating entropies from limited data series is known to be a non-trivial task. Naive estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals Shannon,…

Statistical Mechanics · Physics 2008-04-30 Juan A. Bonachela , Haye Hinrichsen , Miguel A. Munoz

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…

Data Analysis, Statistics and Probability · Physics 2011-11-09 P. Grassberger

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…

Computation and Language · Computer Science 2022-04-06 Aryaman Arora , Clara Meister , Ryan Cotterell

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.

Statistics Theory · Mathematics 2014-10-21 Stephen Montgomery-Smith , T. Schürmann

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…

Information Theory · Computer Science 2018-04-03 Jorge F. Silva

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…

Machine Learning · Computer Science 2025-12-12 Gabriel F. A. Bastos , Jugurta Montalvão

We have presented a new axiomatic derivation of Shannon Entropy for a discrete probability distribution on the basis of the postulates of additivity and concavity of the entropy function.We have then modified shannon entropy to take account…

Quantum Physics · Physics 2007-05-23 C. G. Chakrabarti , Indranil Chakrabarty

I consider the effect of a finite sample size on the entropy of a sample of independent events. I propose formula for entropy which satisfies Shannon's axioms, and which reduces to Shannon's entropy when sample size is infinite. I discuss…

Information Theory · Computer Science 2015-04-08 Sergei Viznyuk

Predictive modeling in archaeology is essential for the understanding of people's behavior in the past and for guiding heritage conservation. However, spatial sampling bias caused by uneven research effort can severely limit model…

Applications · Statistics 2025-08-05 Mehmet Sıddık Çadırcı , Golnaz Shahtahmassebi

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…

Information Theory · Computer Science 2021-11-30 Peter Grassberger

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

The Shannon entropy is used as a basis for applying different lemmas and conjectures concerning the set of gaps between prime numbers G_p , thus estimating several measures of it. The same procedures are applied to artificially created…

General Mathematics · Mathematics 2016-06-28 Arturo Ortiz Tapia , Hans Henrik Støleum

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

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 discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our…

Statistical Mechanics · Physics 2017-04-24 Thomas Schürmann , Peter Grassberger

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

The Shannon entropy is a fundamental measure for quantifying diversity and model complexity in fields such as information theory, ecology, and genetics. However, many existing studies assume that the number of species is known, an…

Methodology · Statistics 2026-02-23 Takato Hashino , Koji Tsukuda

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

Computation · Statistics 2017-10-11 Brendon J. Brewer

The major problem in information theoretic analysis of neural responses and other biological data is the reliable estimation of entropy--like quantities from small samples. We apply a recently introduced Bayesian entropy estimator to…

Data Analysis, Statistics and Probability · Physics 2009-09-29 Ilya Nemenman , William Bialek , Rob de Ruyter van Steveninck

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner
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