Entropy estimators with almost sure convergence and an O(n^-1) variance

DOI10.3934/AMC.2008.2.1MaRDI QIDQ939243zbMATH OpenOpenAlexFDO

Authors Alexei Kaltchenko, Nina Timofeeva

Publication date 22 August 2008

Published in Advances in Mathematics of Communications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://aimsciences.org/journals/pdfs.jsp?paperID=3118&mode=abstract

zbMATH Keywords

entropy rateestimationinformation sourcestationary ergodic stochastic processes

Mathematics Subject Classification ID

Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Stationary stochastic processes (60G10) Nonparametric estimation (62G05) Information theory (general) (94A15) Measures of information, entropy (94A17)

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• Entropy-based uncertainty measures for L/sup 2/(/spl Ropf//sup n/), /spl lscr//sup 2/(/spl Zopf/), and /spl lscr//sup 2/(/spl Zopf//N/spl Zopf/) with a Hirschman optimal transform for /spl lscr//sup 2/(/spl Zopf//N/spl Zopf/)
• Precise Estimates of the Metric Entropy for the Set of Arithmetic Averages of Quasi-Stationary Processes
• Existence of an unbiased consistent entropy estimator for the special Bernoulli measure
• Estimation of average differential entropy for a stationary ergodic space-time random field on a bounded area
• Estimating the entropy of binary time series: methodology, some theory and a simulation study

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