Mixture-based estimation of entropy

DOI10.1016/J.CSDA.2022.107582MaRDI QIDQ82866zbMATH OpenOpenAlexFDO

Authors Stéphane Robin, Luca Scrucca, Stéphane Robin, Luca Scrucca

Publication date January 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.04058

zbMATH Keywords

entropy estimationGaussian mixturesmixture modelsmutual information

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Finite mixtures of MaxEnt distributions
• Nonparametric estimation in semi-parametric univariate mixture models
• Some new results on information properties of mixture distributions
• A Bayesian nonparametric estimation to entropy
• Entropic risk minimization for nonparametric estimation of mixing distributions

Cites work

• A Mathematical Theory of Communication
• A transformation-based approach to Gaussian mixture density estimation for bounded data
• An overview on the progeny of the skew-normal family -- a personal perspective
• Approximating discrete probability distributions with dependence trees
• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Elements of Information Theory
• Estimating the dimension of a model
• Finite mixture and Markov switching models.
• Handbook of differential entropy
• scientific article; zbMATH DE number 5968895 (Why is no real title available?)
• scientific article; zbMATH DE number 432498 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• Integrative exploration of large high-dimensional datasets
• Kullback-Leibler divergence measure for multivariate skew-normal distributions
• Model-Based Gaussian and Non-Gaussian Clustering
• Practical Bayesian Density Estimation Using Mixtures of Normals
• Projection Pursuit Based on Gaussian Mixtures and Evolutionary Algorithms
• Sample estimate of the entropy of a random vector
• Shannon entropy and Kullback-Leibler divergence in multivariate log fundamental skew-normal and related distributions
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• The Skew-normal Distribution and Related Multivariate Families*

Cited in

(5)

• On the Entropy Computation of Large Complex Gaussian Mixture Distributions
• Mixtures: sequential stability of variational entropy solutions
• Entropy fluctuations to quantify mixedness
• Capturing uncertainty in Gaussian mixture-based entropy estimation via weighted likelihood bootstrap
• mclustAddons

Describes a project that uses

Uses Software

• sn
• rmi
• ppgmmga
• flexmix
• IndepTest
• mclust
• R
• mpmi
• infotheo
• UCI

This page was built for publication: Mixture-based estimation of entropy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q82866)