Bias analysis in entropy estimation

DOI10.1088/0305-4470/37/27/L02MaRDI QIDQ3159015zbMATH OpenWikidataFDO

Authors Thomas Schürmann

Publication date 1 February 2005

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0403192

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of information, entropy (94A17)

Abstract: 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 formulas of current entropy estimates recently discussed in literature. The trade-off between bias reduction and the increase of the corresponding statistical error is analyzed.

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Cited in

(17)

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• Investigation on the high-order approximation of the entropy bias
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