Statistical inference for Rényi entropy functionals
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Publication:3223997
Abstract: Numerous entropy-type characteristics (functionals) generalizing R'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and distribution identification problems. We consider estimators of some entropy (integral) functionals for discrete and continuous distributions based on the number of epsilon-close vector records in the corresponding independent and identically distributed samples from two distributions. The estimators form a triangular scheme of generalized U-statistics. We show the asymptotic properties of these estimators (e.g., consistency and asymptotic normality). The results can be applied in various problems in computer science and mathematical statistics (e.g., approximate matching for random databases, record linkage, image matching).
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Cited in
(12)- Rényi entropy rate for Gaussian processes
- Limit theorems for empirical Rényi entropy and divergence with applications to molecular diversity analysis
- An information-theoretic approach to effective inference for Z-functionals
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- Correction: A class of Rényi information estimators for multidimensional densities
- A class of Rényi information estimators for multidimensional densities
- Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy
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