Nearest-neighbor entropy estimators with weak metrics
نویسندگان
چکیده
A problem of improving the accuracy of nonparametric entropy estimation for a stationary ergodic process is considered. New weak metrics are introduced and relations between metrics, measures, and entropy are discussed. Based on weak metrics, a new nearest-neighbor entropy estimator is constructed and has a parameter with which the estimator is optimized to reduce its bias. It is shown that estimator’s variance is upper-bounded by a nearly optimal Cramér-Rao lower bound.
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ورودعنوان ژورنال:
- Adv. in Math. of Comm.
دوره 8 شماره
صفحات -
تاریخ انتشار 2014