Algorithm for Efficient Entropy Estimation
We consider the problem of the nonparametric entropy estimation of a stationary ergodic process. Our approach is based on the nearest-neighbor distances. We propose a broad class of metrics on the space Ω = AN of right-sided infinite sequences drawn from a finite alphabet A. The new metric has a par...
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| Format: | Article |
| Language: | English |
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Yaroslavl State University
2013-04-01
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| Series: | Modelirovanie i Analiz Informacionnyh Sistem |
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| Online Access: | https://www.mais-journal.ru/jour/article/view/216 |