Minimum entropy of error estimation for discrete random variables

DOI10.1109/18.508841MaRDI QIDQ4885719zbMATH OpenOpenAlexFDO

Authors Martin Janžura, Timo Koski, Antonin Otáhal

Publication date 11 November 1996

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.508841

zbMATH Keywords

asymptotic behaviorBayesian estimationBayesian testbinary hypothesesdiscrete random variableslarge deviationsMEEENeyman-Pearson-type strictly monotonous testpredictive codingprinciple of minimum entropy of error estimation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

Recommendations

• Minimum entropy of error principle in estimation
• scientific article; zbMATH DE number 958375
• Some further results on the minimum error entropy estimation
• On optimal estimations with minimum error entropy criterion

Cited in

(10)

• Minimum entropy of error principle in estimation
• A new interpretation on the MMSE as a robust MEE criterion
• Fast rates of minimum error entropy with heavy-tailed noise
• Minimum mean-squared error estimation of stochastic processes by mutual entropy
• Some further results on the minimum error entropy estimation
• scientific article; zbMATH DE number 1545618 (Why is no real title available?)
• Entropy and Minimal Bit Rates for State Estimation and Model Detection
• \(\Delta \)-entropy: definition, properties and applications in system identification with quantized data
• scientific article; zbMATH DE number 958375 (Why is no real title available?)
• On optimal estimations with minimum error entropy criterion

This page was built for publication: Minimum entropy of error estimation for discrete random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4885719)