Grassberger Peter
Jülich Supercomputing Center, Jülich Research Center, D-52425 Jülich, Germany.
Entropy (Basel). 2022 May 11;24(5):680. doi: 10.3390/e24050680.
We present a new class of estimators of Shannon entropy for severely undersampled discrete distributions. It is based on a generalization of an estimator proposed by T. Schürmann, which itself is a generalization of an estimator proposed by myself.For a special set of parameters, they are completely free of bias and have a finite variance, something which is widely believed to be impossible. We present also detailed numerical tests, where we compare them with other recent estimators and with exact results, and point out a clash with Bayesian estimators for mutual information.
我们提出了一类用于严重欠采样离散分布的香农熵估计器。它基于T. Schürmann提出的一种估计器的推广,而T. Schürmann的估计器本身又是我提出的一种估计器的推广。对于一组特殊的参数,它们完全无偏且具有有限方差,而这一点普遍被认为是不可能的。我们还展示了详细的数值测试,在测试中我们将它们与其他近期的估计器以及精确结果进行比较,并指出与贝叶斯互信息估计器存在冲突。