Title
An Entropy Estimator Based on Polynomial Regression with Poisson Error Structure.
Abstract
A method for estimating Shannon differential entropy is proposed based on the second order expansion of the probability mass around the inspection point with respect to the distance from the point. Polynomial regression with Poisson error structure is utilized to estimate the values of density function. The density estimates at every given data points are averaged to obtain entropy estimators. The proposed estimator is shown to perform well through numerical experiments for various probability distributions.
Year
DOI
Venue
2016
10.1007/978-3-319-46672-9_2
ICONIP
Keywords
Field
DocType
Entropy,Regression,Density estimation,Poisson error structure
Applied mathematics,Polynomial regression,Maximum entropy thermodynamics,Artificial intelligence,Differential entropy,Joint entropy,Maximum entropy probability distribution,Entropy rate,Pattern recognition,Principle of maximum entropy,Statistics,Mathematics,Estimator
Conference
Volume
ISSN
Citations 
9948
0302-9743
0
PageRank 
References 
Authors
0.34
3
3
Name
Order
Citations
PageRank
Hideitsu Hino19925.73
Shotaro Akaho265079.46
Noboru Murata3855170.36