Journal Article

FZJ-2015-06054

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png A Note on Entropy Estimation

Schürmann, T. (Corresponding author)

2015
MIT Press Cambridge, Mass.

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Please use a persistent id in citations: doi:10.1162/NECO_a_00775

Abstract: We compare an entropy estimator Hz recently discussed by Zhang (2012) with two estimators, H1 and H2, introduced by Grassberger (2003) and Schürmann (2004). We prove the identity Hz ≡ H1, which has not been taken into account by Zhang (2012). Then we prove that the systematic error (bias) of H1 is less than or equal to the bias of the ordinary likelihood (or plug-in) estimator of entropy. Finally, by numerical simulation, we verify that for the most interesting regime of small sample estimation and large event spaces, the estimator H2 has a significantly smaller statistical error than Hz.

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Contributing Institute(s):

1. Jülich Supercomputing Center (JSC)

Research Program(s):

1. 511 - Computational Science and Mathematical Methods (POF3-511) (POF3-511)

Appears in the scientific report 2015

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Database coverage:
; Current Contents - Engineering, Computing and Technology ; Current Contents - Life Sciences ; IF < 5 ; JCR ; SCOPUS ; Science Citation Index ; Science Citation Index Expanded ; Thomson Reuters Master Journal List ; Web of Science Core Collection

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