A review of Shannon and differential entropy rate estimation
A Feutrill, M Roughan - Entropy, 2021 - mdpi.com
In this paper, we present a review of Shannon and differential entropy rate estimation
techniques. Entropy rate, which measures the average information gain from a stochastic …
techniques. Entropy rate, which measures the average information gain from a stochastic …
Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
JE Contreras-Reyes - Chaos, Solitons & Fractals, 2022 - Elsevier
Rényi entropy based on characteristic function has been used as an information measure
contained in wide-sense and real stationary vector autoregressive and moving average …
contained in wide-sense and real stationary vector autoregressive and moving average …
Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets
JE Contreras-Reyes, F Jeldes-Delgado… - Physica A: Statistical …, 2024 - Elsevier
Variance has an important role in statistics and information theory fields, by forming the
basis for many well-known information measures. Based on Jensen's inequality and …
basis for many well-known information measures. Based on Jensen's inequality and …
Assessing unpredictability in caregiver–child relationships: Insights from theoretical and empirical perspectives
E Ugarte, PD Hastings - Development and Psychopathology, 2023 - cambridge.org
There has been significant interest and progress in understanding the role of caregiver
unpredictability on brain maturation, cognitive and socioemotional development, and …
unpredictability on brain maturation, cognitive and socioemotional development, and …
Jensen-autocorrelation function for weakly stationary processes and applications
JE Contreras-Reyes - Physica D: Nonlinear Phenomena, 2024 - Elsevier
The Jensen-variance (JV) information based on Jensen's inequality and variance has been
previously proposed to measure the distance between two random variables. Based on the …
previously proposed to measure the distance between two random variables. Based on the …
Entropy rate bounds of integer-valued processes via second-order statistics
R Tamir - IEEE Transactions on Information Theory, 2022 - ieeexplore.ieee.org
This work contains two single-letter upper bounds on the entropy rate of an integer-valued
stationary stochastic process, which only depend on second-order statistics, and are …
stationary stochastic process, which only depend on second-order statistics, and are …
Entropy Rate Bounds via Second-Order Statistics
R Tamir - arXiv preprint arXiv:2203.05237, 2022 - arxiv.org
This work contains two single-letter upper bounds on the entropy rate of a discrete-valued
stationary stochastic process, which only depend on second-order statistics, and are …
stationary stochastic process, which only depend on second-order statistics, and are …
[引用][C] Characterisation and Estimation of Entropy Rate for Long Range Dependent Processes
AR Feutrill - 2023