A maximum likelihood approach to correlation dimension and entropy estimation

DOI10.1007/BF02458619MaRDI QIDQ808602zbMATHWikidataFDO

Authors E. Olofsen, R. Heijungs, Jacob DeGoede

Publication date 1992

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

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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Cites work

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• scientific article; zbMATH DE number 3894119 (Why is no real title available?)
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• Determining Lyapunov exponents from a time series
• Ergodic theory of chaos and strange attractors
• Independent coordinates for strange attractors from mutual information.
• Measuring the strangeness of strange attractors
• Mechanical and gradient systems; local perturbations and generic properties
• Noise reduction: Finding the simplest dynamical system consistent with the data
• Rigorous statistical procedures for data from dynamical systems
• Scaling laws for invariant measures on hyperbolic and nonhyperbolic attractors.
• The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction

Cited in

(5)

• Maximal correlation and monotonicity of free entropy and of Stein discrepancy
• Automatic estimation of attractor invariants
• scientific article; zbMATH DE number 269850 (Why is no real title available?)
• Taming correlations through entropy-efficient measure decompositions with applications to mean-field approximation
• Entropy correlation coefficient for measuring predictive power of generalized linear models

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