K-nearest neighbor based consistent entropy estimation for hyperspherical distributions

DOI10.3390/E13030650zbMATH Open1229.62003OpenAlexW2051750307WikidataQ23921331 ScholiaQ23921331MaRDI QIDQ657553FDOQ657553

Shengqiao Li, Michael E. Andrew, Robert Mnatsakanov

Publication date: 9 January 2012

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e13030650

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zbMATH Keywords

directional dataKullback-Leibler divergencecross entropydifferential entropyhyperspherical distributionk-nearest neighbor

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12)

Cites Work

• Multivariate k-nearest neighbor density estimates
• The generalized von Mises distribution
• Divergence Estimation for Multidimensional Densities Via $k$-Nearest-Neighbor Distances
• An extension of the von mises distribution
• Best asymptotic normality of the kernel density entropy estimator for smooth densities
• \(k_n\)-nearest neighbor estimators of entropy
• Correction: A class of Rényi information estimators for multidimensional densities
• Nearest neighbor estimates of entropy for multivariate circular distributions
• Estimation of multivariate Shannon entropy using moments

Cited In (5)

• Directional statistics approach based on instantaneous rotational parameters of tri-axial trajectories for footstep detection
• Estimation of multivariate Shannon entropy using moments
• A novel nonparametric distance estimator for densities with error bounds
• The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond
• Sample-Spacings-Based Density and Entropy Estimators for Spherically Invariant Multidimensional Data

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