A Bayesian nonparametric estimation to entropy

DOI10.1214/20-BJPS483zbMATH Open1475.62127arXiv1903.00655OpenAlexW3152638140MaRDI QIDQ2233669FDOQ2233669

Authors: Luai Al-Labadi, Vishakh Patel, Kasra Vakiloroayaei, Clement Wan 

Publication date: 11 October 2021

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Abstract: A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft and Soofi (1994). Several theoretical properties, such as consistency, of the proposed estimator are obtained. The quality of the proposed estimator has been investigated through several examples, in which it exhibits excellent performance.

Full work available at URL: https://arxiv.org/abs/1903.00655

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zbMATH Keywords

Kullback-Leibler divergenceDirichlet processmodel checking

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Measures of information, entropy (94A17)

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Cited In (17)

• On the computation of entropy prior complexity and marginal prior distribution for the Bernoulli model
• A nonparametric bivariate entropy estimator for spatial processes
• Estimation of entropy and extropy based on right censored data: a Bayesian non-parametric approach
• Objective Bayesian estimation for the differential entropy measure under generalized half-normal distribution
• Nonparametric estimation of information-based measures of statistical dispersion
• On the estimation of entropy for non-negative data
• Bayesian entropy estimation for countable discrete distributions
• Parametric Bayesian estimation of differential entropy and relative entropy
• On the permutation entropy Bayesian estimation
• An efficient integrated nonparametric entropy estimator of serial dependence
• Bias adjustment for a nonparametric entropy estimator
• Bayesian estimation of extropy and goodness of fit tests
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayes Estimate and Inference for Entropy and Information Index of Fit
• Kullback-Leibler divergence for Bayesian nonparametric model checking
• Bias of a nonparametric entropy estimator for Markov measures

Uses Software

• IndepTest

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