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2008

Undersmoothed Kernel Entropy Estimators

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Undersmoothed Kernel Entropy Estimators
We develop a "plug-in" kernel estimator for the differential entropy that is consistent even if the kernel width tends to zero as quickly as 1/N, where N is the number of i.i.d. samples. Thus, accurate density estimates are not required for accurate kernel entropy estimates; in fact, it is a good idea when estimating entropy to sacrifice some accuracy in the quality of the corresponding density estimate.
Liam Paninski, Masanao Yajima
Added 15 Dec 2010
Updated 15 Dec 2010
Type Journal
Year 2008
Where TIT
Authors Liam Paninski, Masanao Yajima
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