Entropy estimation

Entropy estimation

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5110-4179-7

High Quality Content by WIKIPEDIA articles! Estimating the differential entropy of a system or process, given some observations, is useful in various science/engineering applications, such as Independent Component Analysis,image analysis,genetic analysis,speech recognition,manifold learning, and time delay estimation. The simplest and most common approach uses histogram-based estimation, but other approaches have been developed and used, each with their own benefits and drawbacks. The main factor in choosing a method is often a trade-off between the bias and the variance of the estimate although the nature of the (suspected) distribution of the data may also be a factor.