Minimum entropy of error principle in estimation
type: Item
instance of: scholarly article
title: Minimum entropy of error principle in estimation
zbMATH Open document ID: 0805.62010
DOI: 10.1016/0020-0255(94)90043-4
author: Timo Koski
author: Antonin Otáhal
author: Martin Janžura
published in: Information Sciences
publication date: 1994-08-17T00:00:00Z
review text: The principle of minimum error entropy estimation as found in the work of \textit{H. L. Weidemann} and \textit{E. B. Stear} [Inf. Control 14, 493-506 (1969; Zbl 0212.233), and IEEE Trans. Inf. Theory IT-16, 264-270 (1970; Zbl 0205.209)] is reformulated as a problem of finding optimum locations of probability densities in a given mixture such that the resulting (differential) entropy is minimized. New results concerning the entropy lower bound are derived. Continuity of the entropy and attaining the minimum entropy are proved in the case where the mixture is finite. Some other examples and situations, in particular that of symmetric unimodal densities, are studied in more detail.
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 94A17
Mathematics Subject Classification ID: 94A15
zbMATH DE Number: 617458
zbMATH Keywords: finite mixtures
zbMATH Keywords: continuity
zbMATH Keywords: minimum error entropy estimation
zbMATH Keywords: entropy lower bound
zbMATH Keywords: symmetric unimodal densities
reviewed by: Andreas N. Philippou
MaRDI profile type: Publication
full work available at URL: 0020-0255(94)90043-4
OpenAlex ID: W2068708092
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description: scientific article; zbMATH DE number 617458