Nonparametric Entropy Estimation for Stationary Processes and Random Fields, with Applications to English Text (1998)
by
I. Kontoyiannis
,
P. H. Algoet
,
Yu. M. Suhov
,
A. J. Wyner
| Citations: | 12 - 5 self |
BibTeX
@MISC{Kontoyiannis98nonparametricentropy,
author = {I. Kontoyiannis and P. H. Algoet and Yu. M. Suhov and A. J. Wyner},
title = {Nonparametric Entropy Estimation for Stationary Processes and Random Fields, with Applications to English Text},
year = {1998}
}
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Abstract
We discuss a family of estimators for the entropy rate of a stationary ergodic process and prove their pointwise and mean consistency under a Doeblin-type mixing condition. The estimators are Ces`aro averages of longest match-lengths, and their consistency follows from a generalized ergodic theorem due to Maker. We provide examples of their performance on English text, and we generalize our results to countable alphabet processes and to random fields.
