Nearest-neighbor entropy estimators with weak metrics

DOI10.3934/AMC.2014.8.119MaRDI QIDQ476332zbMATH OpenOpenAlexFDO

Authors J. Herrera, Sumit K. Garg

Publication date 28 November 2014

Published in Advances in Mathematics of Communications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.5856

zbMATH Keywords

entropybiasestimationnearest neighbornonparametricmetricstochastic processstationary

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of information, entropy (94A17) Stationary stochastic processes (60G10)

Abstract: A problem of improving the accuracy of nonparametric entropy estimation for a stationary ergodic process is considered. New weak metrics are introduced and relations between metrics, measures, and entropy are discussed. Based on weak metrics, a new nearest-neighbor entropy estimator is constructed and has a parameter with which the estimator is optimized to reduce its bias. It is shown that estimator's variance is upper-bounded by a nearly optimal Cramer-Rao lower bound.

Recommendations

• Selection of a metric for the nearest neighbor entropy estimators
• Bias reduction via linear combination of nearest neighbour entropy estimators
• Bias of a nonparametric entropy estimator for Markov measures
• BIAS REDUCTION OF THE NEAREST NEIGHBOR ENTROPY ESTIMATOR
• Entropy estimators with almost sure convergence and an \(\mathcal O(n^{-1})\) variance

Cites work

• scientific article; zbMATH DE number 4170917 (Why is no real title available?)
• scientific article; zbMATH DE number 934437 (Why is no real title available?)
• A diffusion limit for a class of randomly-growing binary trees
• Bias of a nonparametric entropy estimator for Markov measures
• Compression of individual sequences via variable-rate coding
• Encyclopedia of Distances
• Entropy estimators with almost sure convergence and an \(\mathcal O(n^{-1})\) variance
• Statistical estimation of measure invariants

Cited in

(7)

• Nearest neighbor estimates of Kaniadakis entropy
• BIAS REDUCTION OF THE NEAREST NEIGHBOR ENTROPY ESTIMATOR
• Bias reduction via linear combination of nearest neighbour entropy estimators
• Selection of a metric for the nearest neighbor entropy estimators
• Entropy estimators with almost sure convergence and an \(\mathcal O(n^{-1})\) variance
• A metric entropy bound is not sufficient for learnability
• Relaxation labelling and the entropy of neighbourhood information

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