Statistical estimation of conditional Shannon entropy

DOI10.1051/ps/2018026zbMath1418.60026arXiv1804.08741OpenAlexW2963845195WikidataQ128813910 ScholiaQ128813910MaRDI QIDQ4967803

Alexey Alexandrovich Kozhevin, Alexander V. Bulinski

Publication date: 11 July 2019

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

Full work available at URL: https://arxiv.org/abs/1804.08741

zbMATH Keywords

Gaussian modellogistic regressionShannon entropyasymptotic unbiasedness\(L^2\)-consistencyconditional entropy estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Measures of information, entropy (94A17) (L^p)-limit theorems (60F25)

Related Items

Entropy-based test for generalised Gaussian distributions ⋮ On Relevant Features Selection Based on Information Theory ⋮ Statistical estimation of mutual information for mixed model ⋮ Feature selection based on statistical estimation of mutual information

Uses Software

• LOGIT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Mathematical Theory of Communication
• Limit theory for point processes in manifolds
• On the Kozachenko-Leonenko entropy estimator
• Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
• Lectures on the nearest neighbor method
• Logistic regression. A self-learning text. With contributions by Erica Rihl Pryor
• Sample estimate of the entropy of a random vector
• On the estimation of entropy
• Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances
• Statistical estimation of the Shannon entropy
• Entropy-based inhomogeneity detection in fiber materials
• Infinite family of approximations of the digamma function
• A Complete Proof of Universal Inequalities for the Distribution Function of the Binomial Law
• Bayesian Entropy Estimation for Countable Discrete Distributions
• $f$ -Divergence Inequalities
• A computationally efficient estimator for mutual information
• Estimation of Entropy and Mutual Information
• The different paths to entropy
• Ensemble Estimators for Multivariate Entropy Estimation
• Real Analysis
• Probability-1

This page was built for publication: Statistical estimation of conditional Shannon entropy