Parametric Bayesian Estimation of Differential Entropy and Relative Entropy
نویسندگان
چکیده
منابع مشابه
Parametric Bayesian Estimation of Differential Entropy and Relative Entropy
Given iid samples drawn from a distribution with known parametric form, we propose the minimization of expected Bregman divergence to form Bayesian estimates of differential entropy and relative entropy, and derive such estimators for the uniform, Gaussian, Wishart, and inverse Wishart distributions. Additionally, formulas are given for a log gamma Bregman divergence and the differential entrop...
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ژورنال
عنوان ژورنال: Entropy
سال: 2010
ISSN: 1099-4300
DOI: 10.3390/e12040818