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Modelirovanie i Analiz Informatsionnykh Sistem, 2017, Volume 24, Number 5, Pages 521–536
DOI: https://doi.org/10.18255/1818-1015-2017-5-521-536
(Mi mais581)
 

This article is cited in 1 scientific paper (total in 1 paper)

Existence of an unbiased entropy estimator for the special Bernoulli measure

E. A. Timofeev

P.G. Demidov Yaroslavl State University, 14 Sovetskaya str., Yaroslavl 150003, Russia
Full-text PDF (669 kB) Citations (1)
References:
Abstract: Let $\Omega = {\mathcal A}^{{\mathbb N}}$ be a space of right-sided infinite sequences drawn from a finite alphabet ${\mathcal A} = \{0,1\}$, ${\mathbb N} = \{1,2,\dots \} $,
$$ \rho(\boldsymbol{x},\boldsymbol{y}) = \sum_{k=1}^{\infty}|x_{k} - y_{k}|2^{-k} $$
a metric on $\Omega = {\mathcal A}^{{\mathbb N}}$, and $\mu$ is a probability measure on $\Omega$. Let $\boldsymbol{\xi_0}, \boldsymbol{\xi_1}, \dots, \boldsymbol{\xi_n}$ be independent identically distributed points on $\Omega$. We study the estimator $\eta_n^{(k)}(\gamma)$ of the reciprocal of the entropy $1/h$ that are defined as
$$ \eta_n^{(k)}(\gamma) = k \left(r_{n}^{(k)}(\gamma) - r_{n}^{(k+1)}(\gamma)\right), $$
where
$$ r_n^{(k)}(\gamma) = \frac{1}{n+1}\sum_{j=0}^{n} \gamma\left(\min_{i:i \neq j} {^{(k)}} \rho(\boldsymbol{\xi_{i}}, \boldsymbol{\xi_{j}})\right), $$
$\min ^{(k)}\{X_1,\dots,X_N\}= X_k$, if $X_1\leq X_2\leq \dots\leq X_N$. The number $k$ and the function $\gamma(t)$ are auxiliary parameters. The main result of this paper is
Theorem. Let $\mu$ be the Bernoulli measure with probabilities $p_0,p_1>0$, $p_0+p_1=1$, $p_0=p_1^2$. There exists a function $\gamma(t)$ such that
$$ \mathsf{E}\eta_n^{(k)}(\gamma) = \frac1h. $$
Keywords: measure, metric, entropy, estimator, unbias, self-similar, Bernoulli measure.
Received: 10.07.2017
Bibliographic databases:
Document Type: Article
UDC: 519.17
Language: Russian
Citation: E. A. Timofeev, “Existence of an unbiased entropy estimator for the special Bernoulli measure”, Model. Anal. Inform. Sist., 24:5 (2017), 521–536
Citation in format AMSBIB
\Bibitem{Tim17}
\by E.~A.~Timofeev
\paper Existence of an unbiased entropy estimator for the special Bernoulli measure
\jour Model. Anal. Inform. Sist.
\yr 2017
\vol 24
\issue 5
\pages 521--536
\mathnet{http://mi.mathnet.ru/mais581}
\crossref{https://doi.org/10.18255/1818-1015-2017-5-521-536}
\elib{https://elibrary.ru/item.asp?id=30353165}
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  • https://www.mathnet.ru/eng/mais/v24/i5/p521
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Моделирование и анализ информационных систем
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