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arXiv cs/0504091cs.ITmath.IT
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微分熵的一个概率上界

A Probabilistic Upper Bound on Differential Entropy

Joseph DeStefano, Erik Learned-Miller

摘要:

一个新的,非平凡的,概率上界的熵的一个未知的一维分布,给定的分布和样本的支持,从该分布。除了未知分布的支持之外,不需要任何知识,也不需要分布具有密度。在给定随机变量的样本的情况下,该变量的累积分布函数的先前的分布自由界限被用于构造界限。提供了一种简单、快速、直观的计算样本熵界的算法。

英文摘要:

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the unknown distribution is required, nor is the distribution required to have a density. Previous distribution-free bounds on the cumulative distribution function of a random variable given a sample of that variable are used to construct the bound. A simple, fast, and intuitive algorithm for computing the entropy bound from a sample is provided.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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