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Inference of entropies of discrete random variables with unknown cardinalities | | Ilya Nemenman
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2 Jul 2002 | | Subject: | Data Analysis, Statistics and Probability | physics.data-an | | Abstract: | We examine the recently introduced NSB estimator of entropies of severely undersampled discrete variables and devise a procedure for calculating the involved integrals. We discover that the output of the estimator has a well defined limit for large cardinalities of the variables being studied. Thus one can estimate entropies with no a priori assumptions about these cardinalities, and a closed form solution for such estimates is given. | | Source: | arXiv, physics/0207009 | | Other source: | [GID 1053316] physics/0207009 | | Services: | Forum | Review | PDF | Favorites | |
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