High-dimensional entropy estimation for finite accuracy data: R-NN entropy estimator.

We address the problem of entropy estimation for high-dimensional finite-accuracy data. Our main application is evaluating high-order mutual information image similarity criteria for multimodal image registration. The basis of our method is an estimator based on k-th nearest neighbor (NN) distances, modified so that only distances greater than some constant R are evaluated. This modification requires a correction which is found numerically in a preprocessing step using quadratic programming. We compare experimentally our new method with k-NN and histogram estimators on synthetic data as well as for evaluation of mutual information for image similarity.