Coincidences and estimation of entropies of random variables with large cardinalities (Q400965)
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scientific article; zbMATH DE number 6334284
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| English | Coincidences and estimation of entropies of random variables with large cardinalities |
scientific article; zbMATH DE number 6334284 |
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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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0.7785870432853699
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0.7785870432853699
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0.7426668405532837
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0.7423630952835083
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0.7305448055267334
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