On An Entropy Estimator Based On a Non-parametric Density Estimator For Non-negative Data

Abstract

In the recent decades, entropy has become more and more essential in statistics and machine learning. It features in many applications involving data transmission, cryptography, signal processing, network theory, bio-informatics, and so on. A large number of estimators for entropy have been proposed in the past ten years. Here we focus on entropy estimation for non-negative random variables. Specifically, the use of entropy estimator based on Poisson-weights density estimator is found to be of interest. We establish some asymptotic properties of the resulting estimators and present a simulation study comparing these with well known estimators in literature

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