Mixture-based estimation of entropy

The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs to be obtained from the data sample itself. A semi-parametric estimate is proposed based on a mixture model approximation of the dis...

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Veröffentlicht in:	Computational statistics & data analysis 2023-01, Vol.177, p.107582, Article 107582
Hauptverfasser:	Robin, Stéphane, Scrucca, Luca
Format:	Artikel
Sprache:	eng
Schlagworte:	data analysis entropy Entropy estimation Gaussian mixtures mathematical theory Mathematics Mixture models Mutual information uncertainty
Online-Zugang:	Volltext
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