کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5102687 1480089 2017 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the performance of Fisher Information Measure and Shannon entropy estimators
ترجمه فارسی عنوان
بر روی عملکرد اندازه گیری اطلاعات فیشر و برآوردگرهای آنتروپی شانون
کلمات کلیدی
اندازه گیری اطلاعات فیشر، آنتروپی شانون، برآورد کردن،
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
چکیده انگلیسی
The performance of two estimators of Fisher Information Measure (FIM) and Shannon entropy (SE), one based on the discretization of the FIM and SE formulae (discrete-based approach) and the other based on the kernel-based estimation of the probability density function (pdf) (kernel-based approach) is investigated. The two approaches are employed to estimate the FIM and SE of Gaussian processes (with different values of σ and size N), whose theoretic FIM and SE depend on the standard deviation σ. The FIM (SE) estimated by using the discrete-based approach is approximately constant with σ, but decreases (increases) with the bin number L; in particular, the discrete-based approach furnishes a rather correct estimation of FIM (SE) for L∝σ. Furthermore, for small values of σ, the larger the size N of the series, the smaller the mean relative error; while for large values of σ, the larger the size N of the series, the larger the mean relative error. The FIM (SE) estimated by using the kernel-based approach is very close to the theoretic value for any σ, and the mean relative error decreases with the increase of the length of the series. Comparing the results obtained using the discrete-based and kernel-based approaches, the estimates of FIM and SE by using the kernel-based approach are much closer to the theoretic values for any σ and any N and have to be preferred to the discrete-based estimates.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 484, 15 October 2017, Pages 569-576
نویسندگان
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