Parametric Bayesian estimation of differential entropy and relative entropy

DOI10.3390/e12040818zbMath1229.62030OpenAlexW1973469438MaRDI QIDQ653366

Santosh Srivastava, Maya R. Gupta

Publication date: 9 January 2012

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e12040818

zbMATH Keywords

Paretorelative entropydifferential entropyKullback-LeiblerWishart

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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A comparison of variational approximations for fast inference in mixed logit models ⋮ A maximum entropy fixed-point route choice model for route correlation ⋮ Optimal Bayesian minimax rates for unconstrained large covariance matrices ⋮ Nonparametric estimation of information-based measures of statistical dispersion ⋮ Kullback-Leibler divergence measure for multivariate skew-normal distributions ⋮ On distributionally robust extreme value analysis ⋮ On the system entropy and energy dissipativity of stochastic systems and their application in biological systems ⋮ Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions ⋮ Priors about observables in vector autoregressions ⋮ Shannon entropy and Kullback–Leibler divergence in multivariate log fundamental skew‐normal and related distributions ⋮ Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions

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