Non-parametric entropy estimators based on simple linear regression

DOI10.1016/J.CSDA.2015.03.011MaRDI QIDQ1663254zbMATH OpenOpenAlexFDO

Authors Hideitsu Hino, Kensuke Koshijima, Noboru Murata

Publication date 21 August 2018

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

Full work available at URL https://doi.org/10.1016/j.csda.2015.03.011

zbMATH Keywords

entropy estimationnonparametricsimple linear regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Linear regression; mixed models (62J05)

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Cited in

(4)

• Beyond second-order statistics for learning: a pairwise interaction model for entropy estima\-tion
• Geometry of EM and related iterative algorithms
• Estimation of Probability Density Function, Differential Entropy and Other Relative Quantities for Data Streams with Concept Drift
• Entropy correlation coefficient for measuring predictive power of generalized linear models

Describes a project that uses

Uses Software

• KernSmooth
• FastICA

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