Entropy estimates of small data sets
Bonachela, Juan A. and Hinrichsen, Haye and Muñoz, Miguel A. (2008) Entropy estimates of small data sets. Journal of Physics A: Mathematical and Theoretical, 41 (20). 202001. ISSN 1751-8113 (https://doi.org/10.1088/1751-8113/41/20/202001)
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Estimating entropies from limited data series is known to be a non-trivial task. Naïve estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals (Shannon, Rényi and Tsallis) specially devised to provide a compromise between low bias and small statistical errors, for short data series. This new estimator outperforms other currently available ones when the data sets are small and the probabilities of the possible outputs of the random variable are not close to zero. Otherwise, other well-known estimators remain a better choice. The potential range of applicability of this estimator is quite broad specially for biological and digital data series.
ORCID iDs
Bonachela, Juan A. ORCID: https://orcid.org/0000-0002-3316-8120, Hinrichsen, Haye and Muñoz, Miguel A.;-
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Item type: Article ID code: 50142 Dates: DateEvent6 May 2008Published29 April 2008Published OnlineSubjects: Science > Mathematics > Probabilities. Mathematical statistics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 04 Nov 2014 16:08 Last modified: 14 Dec 2024 12:33 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/50142