Entropy estimates of small data sets

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Entropy estimates of small data sets

Abstract. Estimating entropies from limited data series is known to be a non-trivial task. Näıve 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 estima...

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ژورنال

عنوان ژورنال: Journal of Physics A: Mathematical and Theoretical

سال: 2008

ISSN: 1751-8113,1751-8121

DOI: 10.1088/1751-8113/41/20/202001