DocumentCode
2207850
Title
On the statistical estimation of Rényi entropies
Author
Liitiäinen, Elia ; Lendasse, Amaury ; Corona, Francesco
Author_Institution
Dept. of Inf. & Comput. Sci., Helsinki Univ. of Technol., Helsinki, Finland
fYear
2009
fDate
1-4 Sept. 2009
Firstpage
1
Lastpage
6
Abstract
Estimating entropies is important in many fields including statistical physics, machine learning and statistics. While the Shannon logarithmic entropy is the most fundamental, other Reacutenyi entropies are also of importance. In this paper, we derive a bias corrected estimator for a subset of Renyi entropies. The advantage of the estimator is demonstrated via theoretical and experimental considerations.
Keywords
entropy; statistical analysis; Renyi entropy; Shannon logarithmic entropy; bias corrected estimator; statistical estimation; Computer science; Corona; Entropy; Estimation theory; Information theory; Machine learning; Nearest neighbor searches; Physics; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning for Signal Processing, 2009. MLSP 2009. IEEE International Workshop on
Conference_Location
Grenoble
Print_ISBN
978-1-4244-4947-7
Electronic_ISBN
978-1-4244-4948-4
Type
conf
DOI
10.1109/MLSP.2009.5306242
Filename
5306242
Link To Document