Estimating Differential Entropy using Recursive Copula Splitting

A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of marginal distributions and joint dependency, also known as the copula. The entropy of marginals...

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Detalles Bibliográficos
Autores principales: Ariel, Gil, Louzoun, Yoram
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516669/
https://www.ncbi.nlm.nih.gov/pubmed/33286010
http://dx.doi.org/10.3390/e22020236

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516669/
https://www.ncbi.nlm.nih.gov/pubmed/33286010
http://dx.doi.org/10.3390/e22020236

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