Non-parametric entropy estimators based on simple linear regression

Hideitsu Hino*, Kensuke Koshijima, Noboru Murata

*この研究の対応する著者

研究成果: Article査読

7 被引用数 (Scopus)

抄録

Abstract Estimators for differential entropy are proposed. The estimators are based on the second order expansion of the probability mass around the inspection point with respect to the distance from the point. Simple linear regression is utilized to estimate the values of density function and its second derivative at a point. After estimating the values of the probability density function at each of the given sample points, by taking the empirical average of the negative logarithm of the density estimates, two entropy estimators are derived. Other entropy estimators which directly estimate entropy by linear regression, are also proposed. The proposed four estimators are shown to perform well through numerical experiments for various probability distributions.

本文言語English
論文番号6063
ページ(範囲)72-84
ページ数13
ジャーナルComputational Statistics and Data Analysis
89
DOI
出版ステータスPublished - 2015 9月

ASJC Scopus subject areas

  • 統計学および確率
  • 計算数学
  • 計算理論と計算数学
  • 応用数学

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