Coincidences and estimation of entropies of random variables with large cardinalities (Q400965): Difference between revisions
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Revision as of 00:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coincidences and estimation of entropies of random variables with large cardinalities |
scientific article |
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Coincidences and estimation of entropies of random variables with large cardinalities (English)
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26 August 2014
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Summary: We perform an asymptotic analysis of the NSB estimator of entropy of a discrete random variable. The analysis illuminates the dependence of the estimates on the number of coincidences in the sample and shows that the estimator has a well defined limit for a large cardinality of the studied variable. This allows estimation of entropy with no a priori assumptions about the cardinality. Software implementation of the algorithm is available.
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entropy estimation
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coincidences
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bias-variance tradeoff
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model selection
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