An improved estimator of Shannon entropy with applications to systems with memory

DOI10.1016/J.CHAOS.2022.112797MaRDI QIDQ2679957zbMATH OpenOpenAlexFDO

Authors Juan De Gregorio, Raúl Toral, David Sanchez

Publication date 26 January 2023

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2205.11931

zbMATH Keywords

data analysisMarkov processesShannon entropysystems with memory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Measures of information, entropy (94A17)

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Cited in

(2)

• Limit of the maximum random permutation set entropy
• Information-theoretic analysis of temporal dependence in discrete stochastic processes: application to precipitation predictability

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