Mixture-based estimation of entropy

DOI10.1016/j.csda.2022.107582OpenAlexW3091985597MaRDI QIDQ82866

Stéphane Robin, Luca Scrucca, Stephane Robin, Luca Scrucca

Publication date: January 2023

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.04058

zbMATH Keywords

mutual informationGaussian mixturesmixture modelsentropy estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

mclustAddons

Uses Software

• mclust
• R
• UCI-ml
• flexmix
• sn
• mpmi
• infotheo
• IndepTest
• ppgmmga
• rmi

Cites Work

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• The Skew-normal Distribution and Related Multivariate Families*
• Elements of Information Theory
• Shannon entropy and Kullback–Leibler divergence in multivariate log fundamental skew‐normal and related distributions
• Approximating discrete probability distributions with dependence trees