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arXiv · 1906.06484

Non parametric estimation of joint, Renyi-Stallis entropies and mutual information and asymptotic limits

Amadou Diadie Ba·Gane Samb Lo·Cheikh Tidiane Seck
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Abstract

This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon Rényi-Tsallis entropies, and the mutual information estimates of a pair of discrete random variables. Almost sure consistency and central limit Theorems are established. Our theorical results are validated by simulations.

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Amadou Diadie Ba, Gane Samb Lo, Cheikh Tidiane Seck. 2020-01-11. Non parametric estimation of joint, Renyi-Stallis entropies and mutual information and asymptotic limits. https://arxiv.org/abs/1906.06484

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