相关论文: To BEE or not to BEE: Estimating more than Entropy…
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,…
We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction…
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…
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…
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 revisit the well-studied problem of estimating the Shannon entropy of a probability distribution, now given access to a probability-revealing conditional sampling oracle. In this model, the oracle takes as input the representation of a…
Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…
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…
Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…
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…
Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…
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…
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.
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,…
Quantitative information flow analyses (QIF) are a class of techniques for measuring the amount of confidential information leaked by a program to its public outputs. Shannon entropy is an important method to quantify the amount of leakage…
Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…
Bayesian optimization (BO) is a popular method for efficiently inferring optima of an expensive black-box function via a sequence of queries. Existing information-theoretic BO procedures aim to make queries that most reduce the uncertainty…
Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…
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…
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…