Parametric Bayesian estimation of differential entropy and relative entropy
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Publication:653366
DOI10.3390/E12040818zbMATH Open1229.62030OpenAlexW1973469438MaRDI QIDQ653366FDOQ653366
Authors: Santosh Srivastava, Maya R. Gupta 
Publication date: 9 January 2012
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/e12040818
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Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Bayesian inference (62F15) Measures of information, entropy (94A17)
Cites Work
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Cited In (16)
- Objective Bayesian analysis for the differential entropy of the Weibull distribution
- On the computation of entropy prior complexity and marginal prior distribution for the Bernoulli model
- On the system entropy and energy dissipativity of stochastic systems and their application in biological systems
- Objective Bayesian estimation for the differential entropy measure under generalized half-normal distribution
- On distributionally robust extreme value analysis
- Shannon entropy and Kullback-Leibler divergence in multivariate log fundamental skew-normal and related distributions
- Nonparametric estimation of information-based measures of statistical dispersion
- Optimal Bayesian minimax rates for unconstrained large covariance matrices
- Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions
- A maximum entropy fixed-point route choice model for route correlation
- A comparison of variational approximations for fast inference in mixed logit models
- Priors about observables in vector autoregressions
- Title not available (Why is that?)
- Functional Bregman Divergence and Bayesian Estimation of Distributions
- Kullback-Leibler divergence measure for multivariate skew-normal distributions
- Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
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