Monthly
288 pp. per issue
6 x 9, illustrated
ISSN
0899-7667
E-ISSN
1530-888X
2014 Impact factor:
2.21

Neural Computation

September 1, 2005, Vol. 17, No. 9, Pages 1903-1910
(doi: 10.1162/0899766054323026)
© 2005 Massachusetts Institute of Technology
Edgeworth Approximation of Multivariate Differential Entropy
Article PDF (74.41 KB)
Abstract

We develop the general, multivariate case of the Edgeworth approximation of differential entropy and show that it can be more accurate than the nearest-neighbor method in the multivariate case and that it scales better with sample size. Furthermore, we introduce mutual information estimation as an application.