Mixture-based estimation of entropy

DOI10.1016/J.CSDA.2022.107582MaRDI QIDQ82866zbMATH OpenOpenAlexFDO

Authors Stéphane Robin, Luca Scrucca, Stéphane Robin, Luca Scrucca

Publication date January 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.04058

zbMATH Keywords

mixture modelsentropy estimationGaussian mixturesmutual information

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 5968895 (Why is no real title available?)
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• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Elements of Information Theory
• Estimating the dimension of a model
• Finite mixture and Markov switching models.
• Handbook of differential entropy
• Integrative exploration of large high-dimensional datasets
• Kullback-Leibler divergence measure for multivariate skew-normal distributions
• Model-Based Gaussian and Non-Gaussian Clustering
• Practical Bayesian Density Estimation Using Mixtures of Normals
• Projection Pursuit Based on Gaussian Mixtures and Evolutionary Algorithms
• Sample estimate of the entropy of a random vector
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• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• The Skew-normal Distribution and Related Multivariate Families*

Cited in

(5)

• Entropy fluctuations to quantify mixedness
• mclustAddons
• Capturing uncertainty in Gaussian mixture-based entropy estimation via weighted likelihood bootstrap
• Mixtures: sequential stability of variational entropy solutions
• On the Entropy Computation of Large Complex Gaussian Mixture Distributions

Describes a project that uses

Uses Software

• rmi
• ppgmmga
• IndepTest
• infotheo
• mpmi
• sn
• flexmix
• UCI
• R
• mclust

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