Estimating differential entropy using recursive copula split
An algorithm for estimating the entropy of a continuous random variable. Uses recursive splitting of the copula.
A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples. The method is based on decomposing the distribution into a product of the marginal distributions and the joint dependency, also known as the copula. The entropy of marginals is estimated using one-dimensional methods.The entropy of the copula, which always has a compact support, is estimated recursively by splitting the data along statistically dependent dimensions.
The method can be applied both for distributions with compact and non-compact support. See Ariel and Louzoun, arXiv:1911.06204 for details.
引用格式
Gil Ariel (2026). Estimating differential entropy using recursive copula split (https://ww2.mathworks.cn/matlabcentral/fileexchange/74219-estimating-differential-entropy-using-recursive-copula-split), MATLAB Central File Exchange. 检索时间: .
Entropy 2020, 22(2), 236; https://doi.org/10.3390/e22020236
