Entropy estimators with almost sure convergence and an \(\mathcal O(n^{-1})\) variance

DOI10.3934/AMC.2008.2.1zbMath1275.94019OpenAlexW2143348580MaRDI QIDQ939243

Alexei Kaltchenko, Nina Timofeeva

Publication date: 22 August 2008

Published in: Advances in Mathematics of Communications (Search for Journal in Brave)

Full work available at URL: http://aimsciences.org/journals/pdfs.jsp?paperID=3118&mode=abstract

zbMATH Keywords

estimationentropy rateinformation sourcestationary ergodic stochastic processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Measures of information, entropy (94A17) Information theory (general) (94A15) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Related Items (4)

Unnamed Item ⋮ Nearest-neighbor entropy estimators with weak metrics ⋮ Selection of a metric for the nearest neighbor entropy estimators ⋮ Bias of a nonparametric entropy estimator for Markov measures

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