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A Review of Shannon and Differential Entropy Rate Estimation

In this paper, we present a review of Shannon and differential entropy rate estimation techniques. Entropy rate, which measures the average information gain from a stochastic process, is a measure of uncertainty and complexity of a stochastic process. We discuss the estimation of entropy rate from e...

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Detalles Bibliográficos
Autores principales: Feutrill, Andrew, Roughan, Matthew
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8392187/
https://www.ncbi.nlm.nih.gov/pubmed/34441186
http://dx.doi.org/10.3390/e23081046