22 May 2014 Improving the efficiency of nonparametric entropy estimation
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A problem of improving the efficiency of nonparametric entropy estimation for discrete stationary ergodic processes is considered. The estimation depends on selection of underlying metric on the space of right-sided infinite sequences. Proposed is a new family of metrics which depend on a set of parameters. The estimator is linearly dependent on the parameters, and the best accuracy is achieved by solution of a system of linear equations.
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Evgeniy A. Timofeev, Evgeniy A. Timofeev, Alexei Kaltchenko, Alexei Kaltchenko, } "Improving the efficiency of nonparametric entropy estimation", Proc. SPIE 9118, Independent Component Analyses, Compressive Sampling, Wavelets, Neural Net, Biosystems, and Nanoengineering XII, 911818 (22 May 2014); doi: 10.1117/12.2049575; https://doi.org/10.1117/12.2049575

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