Edgeworth Approximation of Multivariate Differential Entropy

DOI10.1162/0899766054323026MaRDI QIDQ5706652zbMATH OpenOpenAlexWikidataFDO

Authors Marc M. Van Hulle

Publication date 21 November 2005

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/0899766054323026

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• A Mathematical Theory of Communication
• A nonparametric estimation of the entropy for absolutely continuous distributions (Corresp.)
• Adaptive Blind Deconvolution of Linear Channels Using Renyi's Entropy with Parzen Window Estimation
• Estimation of Entropy and Mutual Information
• Independent component analysis, a new concept?
• Limit theorems for sums of general functions of m-spacings
• Projection pursuit
• What is Projection Pursuit?

Cited in

(16)

• Dimensionality reduction for density ratio estimation in high-dimensional spaces
• Singular value decomposition of the third multivariate moment
• Detecting direct associations in a network by information theoretic approaches
• Normality-based validation for crisp clustering
• Expansions for log densities of multivariate estimates
• Minimum mutual information and non-Gaussianity through the maximum entropy method: theory and properties
• Particle-kernel estimation of the filter density in state-space models
• Information-theoretic representation learning for positive-unlabeled classification
• Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution
• Sufficient dimension reduction via squared-loss mutual information estimation
• Differential Log Likelihood for Evaluating and Learning Gaussian Mixtures
• Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search
• The skewness of mean-variance normal mixtures
• Parametric Bayesian estimation of differential entropy and relative entropy
• Functional sufficient dimension reduction through information maximization with application to classification
• Machine learning with squared-loss mutual information

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