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

@article{Hausser2009EntropyIA, title={Entropy Inference and the James-Stein Estimator, with Application to Nonlinear Gene Association Networks}, author={Jean Hausser and Korbinian Strimmer}, journal={J. Mach. Learn. Res.}, year={2009}, volume={10}, pages={1469-1484} }

We present a procedure for effective estimation of entropy and mutual information from small-sample 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…

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