\(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions (Q657553): Difference between revisions
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Revision as of 21:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions |
scientific article |
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\(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions (English)
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9 January 2012
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Summary: A consistent entropy estimator for hyperspherical data is proposed based on the \(k\)-nearest neighbor (knn) approach. The asymptotic unbiasedness and consistency of the estimator are proved. Moreover, cross entropy and Kullback-Leibler (KL) divergence estimators are also discussed. Simulation studies are conducted to assess the performance of the estimators for models including uniform and von Mises-Fisher distributions. The proposed knn entropy estimator is compared with the moment based counterpart via simulations. The results show that these two methods are comparable.
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hyperspherical distribution
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directional data
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differential entropy
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cross entropy
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Kullback-Leibler divergence
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k-nearest neighbor
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