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Differential Entropy Estimation by Particles

Citace: [] AJGL, J., ŠIMANDL, M. Differential Entropy Estimation by Particles. IFAC Proceedings Volumes (IFAC-PapersOnline), 2011, roč. 18, č. 1, s. 11991-11996. ISSN: 1474-6670
Druh: ČLÁNEK
Jazyk publikace: eng
Anglický název: Differential Entropy Estimation by Particles
Rok vydání: 2011
Autoři: Ing. Jiří Ajgl , Prof. Ing. Miroslav Šimandl CSc.
Abstrakt EN: The paper deals with the estimation of the differential entropy of the probability density function of a stochastic system. A nonparametric entropy estimator based on particles with weights is proposed. The estimator provides asymptotically unbiased estimates. For small number of particles, the bias originates from the difference between the state density and the sampling density. A simulation study is provided. The approach to the differential entropy estimation by particles is a pillar of the fusion problem.
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