Multivariate Edgeworth-based Entropy Estimation
نویسنده
چکیده
We develop the general, multivariate case of the Edgeworth approximation of differential entropy, and introduce an approximate formula for Gaussian mixture densities. We use these entropy approximations in a new algorithm for selecting the optimal number of clusters in a data set, and in a new mutual information test with which one can statistically decide whether a distribution can be factorized along a given set of axes.
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