未知支撑尺寸下的熵估计

Steffen Schober, Ahmed S. Mansour
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引用次数: 1

摘要

我们考虑一个未知支持大小N的分布P的熵估计问题,提供k个独立绘制的样本,其中我们主要关注k <;N.通过扩展Hausser和Strimmer[1]的方法,假设支持大小已知,使用Chao和Lee[2]的支持大小估计量,我们得到了一个简单的估计量,其性能与Nemenman, Shafee, and Bialek[3]和Chao和Chen[4]的方法一样好。
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On the estimation of entropy for unknown support size
We consider the problem of estimating the entropy of a distribution P of unknown support size N provided with k independently drawn samples, where we are mainly focused on the low sampling regime where k <; N. By extending a method of Hausser and Strimmer [1], which assumes a known support size, by using the support size estimator of Chao and Lee [2], we obtain a simple estimator that performs equally good as the methods of Nemenman, Shafee, and Bialek [3] and Chao and Chen [4].
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