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This article is cited in 2 scientific papers (total in 2 papers)
Theory of computing
Existence of an unbiased consistent entropy estimator for the special Bernoulli measure
E. A. Timofeev P.G. Demidov Yaroslavl State University,
Sovetskaya str., 14, Yaroslavl, 150003, Russian Federation
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 $\mu$ — 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 $X_1\leq X_2\leq \dots\leq X_N$.
Number $k$ and a function $\gamma(t)$ are auxiliary parameters.
The main result of this paper is
Theorem.
Let $\mu$ be the Bernoulli measure with probabilities
$p_0,p_1>0$, $p_0+p_1=1$, $p_0=p_1^2$,
then $\forall \varepsilon>0$ $\exists$ some continuous function $\gamma(t)$ such that
$$
\left|\mathsf{E}\eta_n^{(k)}(\gamma) - \frac1h\right| <\varepsilon,\quad \mathsf{Var}\,\eta_n^{(k)}(\gamma)\to 0,\ n\to\infty.
$$
Keywords:
measure, metric, entropy, estimator, unbias, self-similar, Bernoulli measure.
Received: 06.05.2019 Revised: 22.05.2019 Accepted: 24.05.2019
Citation:
E. A. Timofeev, “Existence of an unbiased consistent entropy estimator for the special Bernoulli measure”, Model. Anal. Inform. Sist., 26:2 (2019), 267–278
Linking options:
https://www.mathnet.ru/eng/mais678 https://www.mathnet.ru/eng/mais/v26/i2/p267
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