Articles producció científica> Enginyeria Química

Bayesian estimation of information-theoretic metrics for sparsely sampled distributions

  • Datos identificativos

    Identificador: imarina:9386996
    Autores:
    Piga, AngeloFont-Pomarol, LlucSales-Pardo, MartaGuimera, Roger
    Resumen:
    Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled discrete distributions, is even harder. Here, we propose a fast, semi-analytical estimator for sparsely sampled distributions. Its derivation is grounded in probabilistic considerations and uses a hierarchical Bayesian approach to extract as much information as possible from the few observations available. Our approach provides estimates of the Shannon entropy with precision at least comparable to the benchmarks we consider, and most often higher; it does so across diverse distributions with very different properties. Our method can also be used to obtain accurate estimates of other information-theoretic metrics, including the notoriously challenging Kullback-Leibler divergence. Here, again, our approach has less bias, overall, than the benchmark estimators we consider.
  • Otros:

    Autor según el artículo: Piga, Angelo; Font-Pomarol, Lluc; Sales-Pardo, Marta; Guimera, Roger
    Departamento: Enginyeria Química
    Autor/es de la URV: Font Pomarol, Lluc / Guimera Manrique, Roger / Piga, Angelo / Sales Pardo, Marta
    Palabras clave: Bayesian estimation Entropy estimation Inferenc Information theor Information theory Kullback-leibler divergence Kullback–leibler divergence Shannon entropy Sparse sampling
    Resumen: Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled discrete distributions, is even harder. Here, we propose a fast, semi-analytical estimator for sparsely sampled distributions. Its derivation is grounded in probabilistic considerations and uses a hierarchical Bayesian approach to extract as much information as possible from the few observations available. Our approach provides estimates of the Shannon entropy with precision at least comparable to the benchmarks we consider, and most often higher; it does so across diverse distributions with very different properties. Our method can also be used to obtain accurate estimates of other information-theoretic metrics, including the notoriously challenging Kullback-Leibler divergence. Here, again, our approach has less bias, overall, than the benchmark estimators we consider.
    Áreas temáticas: Applied mathematics Astronomia / física Ciência da computação Ciências biológicas i Ciências biológicas ii Direito Economia Engenharias i Engenharias ii Engenharias iii Engenharias iv General mathematics General physics and astronomy Geociências Interdisciplinar Matemática / probabilidade e estatística Materiais Mathematical physics Mathematics (all) Mathematics (miscellaneous) Mathematics, applied Mathematics, interdisciplinary applications Physics Physics and astronomy (all) Physics and astronomy (miscellaneous) Physics, mathematical Physics, multidisciplinary Química Statistical and nonlinear physics
    Acceso a la licencia de uso: https://creativecommons.org/licenses/by/3.0/es/
    Direcció de correo del autor: marta.sales@urv.cat lluc.fonti@estudiants.urv.cat lluc.fonti@estudiants.urv.cat roger.guimera@urv.cat
    Identificador del autor: 0000-0002-8140-6525 0000-0002-3597-4310
    Fecha de alta del registro: 2024-10-19
    Versión del articulo depositado: info:eu-repo/semantics/publishedVersion
    Enlace a la fuente original: https://www.sciencedirect.com/science/article/pii/S0960077924001152?via%3Dihub
    Referencia al articulo segun fuente origial: Chaos Solitons & Fractals. 180 114564-
    Referencia de l'ítem segons les normes APA: Piga, Angelo; Font-Pomarol, Lluc; Sales-Pardo, Marta; Guimera, Roger (2024). Bayesian estimation of information-theoretic metrics for sparsely sampled distributions. Chaos Solitons & Fractals, 180(), 114564-. DOI: 10.1016/j.chaos.2024.114564
    URL Documento de licencia: https://repositori.urv.cat/ca/proteccio-de-dades/
    DOI del artículo: 10.1016/j.chaos.2024.114564
    Entidad: Universitat Rovira i Virgili
    Año de publicación de la revista: 2024
    Tipo de publicación: Journal Publications
  • Palabras clave:

    Applied Mathematics,Mathematical Physics,Mathematics (Miscellaneous),Mathematics, Applied,Mathematics, Interdisciplinary Applications,Physics,Physics and Astronomy (Miscellaneous),Physics, Mathematical,Physics, Multidisciplinary,Statistical and Nonlinear Physics
    Bayesian estimation
    Entropy estimation
    Inferenc
    Information theor
    Information theory
    Kullback-leibler divergence
    Kullback–leibler divergence
    Shannon entropy
    Sparse sampling
    Applied mathematics
    Astronomia / física
    Ciência da computação
    Ciências biológicas i
    Ciências biológicas ii
    Direito
    Economia
    Engenharias i
    Engenharias ii
    Engenharias iii
    Engenharias iv
    General mathematics
    General physics and astronomy
    Geociências
    Interdisciplinar
    Matemática / probabilidade e estatística
    Materiais
    Mathematical physics
    Mathematics (all)
    Mathematics (miscellaneous)
    Mathematics, applied
    Mathematics, interdisciplinary applications
    Physics
    Physics and astronomy (all)
    Physics and astronomy (miscellaneous)
    Physics, mathematical
    Physics, multidisciplinary
    Química
    Statistical and nonlinear physics
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