Computing entropy rate of symbol sources & a distribution-free limit theorem

Abstract

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be carried out without explicit background noise characterization. However, state of the art algorithms to estimate the… (More)
DOI: 10.1109/CISS.2014.6814175

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