k_n-nearest neighbor estimators of entropy

DOI10.3103/S106653070803006XMaRDI QIDQ734546zbMATH OpenOpenAlexWikidataFDO

Authors Robert Mnatsakanov, Neeraj Misra, Shengqiao Li, E. James Harner

Publication date 13 October 2009

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s106653070803006x

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Measures of information, entropy (94A17)

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Cited in

(18)

• Nearest neighbor estimates of Kaniadakis entropy
• Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances
• Estimation of multivariate Shannon entropy using moments
• Parametric Bayesian estimation of differential entropy and relative entropy
• A class of Rényi information estimators for multidimensional densities
• From -entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
• Information estimators for weighted observations
• A novel nonparametric distance estimator for densities with error bounds
• Bias reduction via linear combination of nearest neighbour entropy estimators
• Selection of a metric for the nearest neighbor entropy estimators
• Improvement of \(K_ 2\)-entropy calculations by means of dimension scaled distances
• Estimation of entropies and divergences via nearest neighbors
• Nearest neighbor estimates of entropy for multivariate circular distributions
• Functional sufficient dimension reduction through information maximization with application to classification
• \(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions
• Relaxation labelling and the entropy of neighbourhood information
• Geometric k-nearest neighbor estimation of entropy and mutual information
• Entropy expressions and their estimators for multivariate distributions

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