Bias of a nonparametric entropy estimator for Markov measures |
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| Authors: | E A Timofeev |
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| Institution: | (1) Center for Computational Science & Engineering and Physics Department, University of California Davis, One Shields Avenue, Davis, CA 95616, USA |
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| Abstract: | We consider the problem of nonparametric entropy (entropy rate) estimation. We study the technique of nonparametric entropy
estimation based on the so-called “nearest neighbor distances” and obtain a closed-form expression of the bias for Markov
measures. This bias is a discontinuous function of transition probabilities. Bibliography: 20 titles. |
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