| Full text | |
| Author(s): |
Total Authors: 3
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| Affiliation: | [1] Natl Inst Space Res INPE, BR-12227010 Sao Jose Dos Campos, SP - Brazil
[2] Itau Asset Management, Quantitat Res, BR-04538132 Sao Paulo - Brazil
[3] Fed Univ Sao Paulo UNIFESP, Inst Sci & Technol, BR-12247014 Sao Jose Dos Campos, SP - Brazil
Total Affiliations: 3
|
| Document type: | Journal article |
| Source: | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS; v. 549, JUL 1 2020. |
| Web of Science Citations: | 0 |
| Abstract | |
The estimation of entropy from experimental data has a considerable bias when the discretization of the variable domain is comparable to the sample size. In this case, the source of the bias is the difference between the a priori distribution and the observed distribution from sampled data. In this paper, we estimate the entropy bias considering an infinite sum of central moments of the binomial distribution using two probability mass functions. We analyze the bias in the light of the ratio between the number of the partition of the domain and the sample size. The main motivation of this study is improving statistical hypothesis testing in which probabilities are conceived beforehand. We examine the adequacy of high-order approximation according to the ratio between the sample size and the number of domain partitions. Finally, we expand the analysis to the entropy-derived mutual information and present an application for network reconstruction. (C) 2020 Published by Elsevier B.V. (AU) | |
| FAPESP's process: | 11/50151-0 - Dynamical phenomena in complex networks: fundamentals and applications |
| Grantee: | Elbert Einstein Nehrer Macau |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 14/14229-2 - Non-linear and chaotic dynamics with spatial distribution and their characterization by using the Complex Network approach |
| Grantee: | Antônio Mário de Torres Ramos |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |
| FAPESP's process: | 15/07373-2 - Development of quantifiers through Information Theory techniques and probabilistic graphical models with application in the Amazon Region |
| Grantee: | Antônio Mário de Torres Ramos |
| Support Opportunities: | Scholarships abroad - Research Internship - Post-doctor |
| FAPESP's process: | 15/50122-0 - Dynamic phenomena in complex networks: basics and applications |
| Grantee: | Elbert Einstein Nehrer Macau |
| Support Opportunities: | Research Projects - Thematic Grants |