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Linear metrics for entropy estimation

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Abstract

An entropy estimator constructed with respect to specially selected metrics is studied. It is shown that the estimator converges almost everywhere and the decrease in its variance is of an power order. For symmetric Bernoulli measures, the bias of the estimator is found.

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Authors and Affiliations

  1. Yaroslavl State University, ul. Sovetskaya 14, Yaroslavl, 150000, Russia

    N. E. Timofeeva

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  1. N. E. Timofeeva
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Correspondence to N. E. Timofeeva.

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Original Russian Text © N.E. Timofeeva, 2009, published in Modelirovanie i Analiz Informatsionnykh Sistem, 2009, No. 1, pp. 44–53.

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Timofeeva, N.E. Linear metrics for entropy estimation. Aut. Conrol Comp. Sci. 44, 426–433 (2010). https://doi.org/10.3103/S0146411610070096

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  • DOI: https://doi.org/10.3103/S0146411610070096

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