Estimating Mixture Entropy with Pairwise Distances

Mixture distributions arise in many parametric and non-parametric settings—for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this quantity has no closed-form expression, making some form of approxi...

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Bibliographic Details
Main Authors: Artemy Kolchinsky, Brendan D. Tracey
Format: Article
Language:English
Published: MDPI AG 2017-07-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/19/7/361