A maximum likelihood approach to correlation dimension and entropy estimation

DOI10.1007/BF02458619zbMATH Open0732.62091WikidataQ52427545 ScholiaQ52427545MaRDI QIDQ808602FDOQ808602

Authors: E. Olofsen, R. Heijungs, Jacob DeGoede 

Publication date: 1992

Published in: Bulletin of Mathematical Biology (Search for Journal in Brave)

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zbMATH Keywords

entropyatrial fibrillationcorrelation dimensionMonte Carlo simulationsmaximum likelihood approachvariancesexperimental time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical applications (general) (92C50)

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• The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction
• Noise reduction: Finding the simplest dynamical system consistent with the data
• Mechanical and gradient systems; local perturbations and generic properties
• Scaling laws for invariant measures on hyperbolic and nonhyperbolic attractors.

Cited In (5)

• Taming correlations through entropy-efficient measure decompositions with applications to mean-field approximation
• Entropy correlation coefficient for measuring predictive power of generalized linear models
• Automatic estimation of attractor invariants
• Maximal correlation and monotonicity of free entropy and of Stein discrepancy
• Title not available (Why is that?)

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