Varentropy Estimation via Nearest Neighbor Graphs
Statistics Theory
2024-02-15 v1 Statistics Theory
Abstract
The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate of varentropy of random vector based on the nearest neighbor graphs (distances). The asymptotic unbiasedness and L2-consistency of the estimates are established.
Keywords
Cite
@article{arxiv.2402.09374,
title = {Varentropy Estimation via Nearest Neighbor Graphs},
author = {Nikolai Leonenko and Yu Sun and Emanuele Taufer},
journal= {arXiv preprint arXiv:2402.09374},
year = {2024}
}