Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection

We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to estimate minimum entropy sets. These sets are rel...

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Detalles Bibliográficos
Autores principales: Martos, Gabriel, Hernández, Nicolás, Muñoz, Alberto, Moguerza, Javier M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512230/
https://www.ncbi.nlm.nih.gov/pubmed/33265131
http://dx.doi.org/10.3390/e20010033

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512230/
https://www.ncbi.nlm.nih.gov/pubmed/33265131
http://dx.doi.org/10.3390/e20010033

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