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Modelirovanie i Analiz Informatsionnykh Sistem, 2019, Volume 26, Number 2, Pages 267–278
DOI: https://doi.org/10.18255/1818-1015-267-278
(Mi mais678)
 

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
Full-text PDF (643 kB) Citations (2)
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 $\mu$ — 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
Document Type: Article
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Tim19}
\by E.~A.~Timofeev
\paper Existence of an unbiased consistent entropy estimator for the special Bernoulli measure
\jour Model. Anal. Inform. Sist.
\yr 2019
\vol 26
\issue 2
\pages 267--278
\mathnet{http://mi.mathnet.ru/mais678}
\crossref{https://doi.org/10.18255/1818-1015-267-278}
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  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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