Adaptive estimation of Shannon entropy
Adaptive estimation of Shannon entropy
We consider estimating the Shannon entropy of a discrete distribution P from n i.i.d. samples. Recently, Jiao, Venkat, Han, and Weissman (JVHW), and Wu and Yang constructed approximation theoretic estimators that achieve the minimax L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> rates in estimating entropy. Their estimators are consistent given n ≫ S/lnS …