Title
Entropy estimation using the principle of maximum entropy
Abstract
In this paper, we present a novel entropy estimator for a given set of samples drawn from an unknown probability density function (PDF). Counter to other entropy estimators, the estimator presented here is parametric. The proposed estimator uses the maximum entropy principle to offer an to-term approximation to the underlying distribution and does not rely on local density estimation. The accuracy of the proposed algorithm is analyzed and it is shown that the estimation error is ≤ O(√(log n/n)). In addition to the analytic results, a numerical evaluation of the estimator on synthetic data as well as on experimental sensor network data is provided. We demonstrate a significant improvement in accuracy relative to other methods.
Year
DOI
Venue
2011
10.1109/ICASSP.2011.5946905
ICASSP
Keywords
Field
DocType
synthetic data estimator,entropy estimation,sensor network data,approximation theory,probability density function,maximum entropy principle,computational complexity,maximum entropy methods,numerical evaluation,m-term approximation,maximum entropy,approximation algorithms,kernel,approximation error,synthetic data,entropy,sensor network,density estimation
Entropy estimation,Mathematical optimization,Maximum entropy spectral estimation,Joint entropy,Differential entropy,Principle of maximum entropy,Estimation theory,Mathematics,Estimator,Maximum entropy probability distribution
Conference
ISSN
ISBN
Citations 
1520-6149 E-ISBN : 978-1-4577-0537-3
978-1-4577-0537-3
4
PageRank 
References 
Authors
0.48
3
3
Name
Order
Citations
PageRank
Behrouz Behmardi182.60
Raviv Raich243258.13
Alfred O. Hero III32600301.12