05581670

j

05581670 Kaltchenko, Alexei Timofeeva, Nina Timofeev, Eugeniy A. Bias reduction of the nearest neighbor entropy estimator. Int. J. Bifurcation Chaos Appl. Sci. Eng. 18, No. 12, 3781-3787 (2008). 2008 World Scientific, Singapore EN entropy estimation information source nonparametric

doi:10.1142/S0218127408022731

Summary: A new family of entropy estimators, constructed as a linear combination (weighted average) of nearest neighbor estimators with slightly different individual properties, is proposed. It is shown that a special suboptimal selection of the coefficients in the linear combination results in a polynomial reduction of the estimator's bias, which continues the line of work of P. Grassberger on entropy estimation. Computer simulation results are provided.