Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions

DOI10.3390/e13040805zbMath1229.94035OpenAlexW1969902665MaRDI QIDQ657559

Habib Benali, Guillaume Marrelec

Publication date: 9 January 2012

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e13040805

zbMATH Keywords

mutual informationasymptotic approximationposterior distributionmultivariate normal distributiondifferential entropylarge samplesampling distributiontotal correlationmultiinformationmultivariate constraint

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Estimation bias in maximum entropy models

Cites Work

• Parametric Bayesian estimation of differential entropy and relative entropy
• Estimation of the entropy of a multivariate normal distribution
• Convergence properties of functional estimates for discrete distributions
• Information Theoretical Analysis of Multivariate Correlation
• Entropy expressions and their estimators for multivariate distributions
• Estimation of Entropy and Mutual Information
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