## Entropy Inference and the James-Stein Estimator, with Application to Nonlinear Gene Association Networks

Citations: | 12 - 1 self |

### BibTeX

@MISC{Hausser_entropyinference,

author = {Jean Hausser and Bioinformatics Biozentrum and Korbinian Strimmer and Xiaotong Shen},

title = {Entropy Inference and the James-Stein Estimator, with Application to Nonlinear Gene Association Networks},

year = {}

}

### OpenURL

### Abstract

We present a procedure for effective estimation of entropy and mutual information from smallsample data, and apply it to the problem of inferring high-dimensional gene association networks. Specifically, we develop a James-Stein-type shrinkage estimator, resulting in a procedure that is highly efficient statistically as well as computationally. Despite its simplicity, we show that it outperforms eight other entropy estimation procedures across a diverse range of sampling scenarios and data-generating models, even in cases of severe undersampling. We illustrate the approach by analyzing E. coli gene expression data and computing an entropy-based gene-association network from gene expression data. A computer program is available that implements the proposed shrinkage estimator. Keywords: entropy, shrinkage estimation, James-Stein estimator, “small n, large p ” setting, mutual information, gene association network