On the permutation entropy Bayesian estimation

DOI10.1016/J.CNSNS.2021.105779MaRDI QIDQ2025513zbMATH OpenOpenAlexFDO

Authors Fernando E. Pose, Lucas Bautista, Franco Gianmuso, Francisco O. Redelico

Publication date 14 May 2021

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2021.105779

zbMATH Keywords

Bayesian estimationpermutation entropy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)

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Cites work

• A new look at the statistical model identification
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• Bayesian inference for categorical data analysis
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• scientific article; zbMATH DE number 3921704 (Why is no real title available?)
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• Overall objective priors
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• The Bayesian Analysis of Contingency Tables
• What Does Objective Mean in a Dirichlet‐multinomial Process?

Cited in

(3)

• Extending permutation conditional inference to unconditional ones
• Efficient Bayesian estimation of permutation entropy with Dirichlet priors
• Bayesian estimation and regularization techniques in categorical data analysis

Describes a project that uses

Uses Software

• PETROPY
• PyMC
• ArviZ
• Python

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