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Jensen-Shannon Divergence: Estimation and Hypothesis Testing
Title
Jensen-Shannon Divergence: Estimation and Hypothesis Testing
Author
Stewart, Ann
Date Created
2019
Subjects--Topical
Statistics
Description
Jensen-Shannon divergence is one reasonable solution to the problem of measuring the level of difference or "distance'" between two probability distributions on a multinomial population. If one of the distributions is assumed to be known a priori,...
Non-parametric Estimation of Information-theoretic Quantities in Entropic Perspective
Title
Non-parametric Estimation of Information-theoretic Quantities in Entropic Perspective
Author
Zhang, Jialin
Date Created
2019
Subjects--Topical
Statistics
Description
Introduced by Shannon, mutual information is a fundamental brick of information theory for its essential role in measuring association on non-ordinal alphabets. Mutual information being zero is a golden property as it indicates a probabilistic ind...