Bias analysis in entropy estimation

DOI10.1088/0305-4470/37/27/L02zbMATH Open1055.94006arXivcond-mat/0403192WikidataQ57532589 ScholiaQ57532589MaRDI QIDQ3159015FDOQ3159015

Authors: Thomas Schürmann 

Publication date: 1 February 2005

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Abstract: We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction formulas of current entropy estimates recently discussed in literature. The trade-off between bias reduction and the increase of the corresponding statistical error is analyzed.

Full work available at URL: https://arxiv.org/abs/cond-mat/0403192

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Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of information, entropy (94A17)

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