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 distribution of the data may also be a factor

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