Differential Entropy Estimation by Particles

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F11%3A43898203" target="_blank" >RIV/49777513:23520/11:43898203 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.3182/20110828-6-IT-1002.01404" target="_blank" >http://dx.doi.org/10.3182/20110828-6-IT-1002.01404</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3182/20110828-6-IT-1002.01404" target="_blank" >10.3182/20110828-6-IT-1002.01404</a>

Result language
angličtina
Original language name
Differential Entropy Estimation by Particles
Original language description
The paper deals with the estimation of the differential entropy of the probability density function of a stochastic system. A nonparametric entropy estimator based on particles with weights is proposed. The estimator provides asymptotically unbiased estimates. For small number of particles, the bias originates from the difference between the state density and the sampling density. A simulation study is provided. The approach to the differential entropy estimation by particles is a pillar of the fusion problem.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BC - Theory and management systems
OECD FORD branch
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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