Estimation of entropy for Poisson marked point processes

DOI10.1017/APR.2016.87MaRDI QIDQ5233167zbMATH OpenOpenAlexFDO

Authors Patricia Alonso Ruiz, Evgeny Spodarev

Publication date 16 September 2019

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.03830

zbMATH Keywords

entropycentral limit theoremkernel density estimatormarked point processBoolean model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05)

Abstract: In this paper, a kernel estimator of the differential entropy of the mark distribution of a homogeneous Poisson marked point process is proposed. The marks have an absolutely continuous distribution on a compact Riemannian manifold without boundary. $L^2$ and almost surely consistency of this estimator as well as its asymptotic normality are investigated.

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Cited in

(4)

• Entropy-based inhomogeneity detection in fiber materials
• Estimation of average differential entropy for a stationary ergodic space-time random field on a bounded area
• A note on the entropy rate and mutual information rate for Markov modulated Poisson process with marks
• Detecting anomalies in fibre systems using 3-dimensional image data

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