Universal Erasure Entropy Estimation

@article{Yu2006UniversalEE,
  title={Universal Erasure Entropy Estimation},
  author={Jiming Yu and Sergio Verd{\'u}},
  journal={2006 IEEE International Symposium on Information Theory},
  year={2006},
  pages={2358-2362}
}
Erasure entropy rate (introduced recently by Verdu and Weissman) differs from Shannon's entropy rate in that the conditioning occurs with respect to both the past and the future, as opposed to only the past (or the future). In this paper, universal algorithms for estimating erasure entropy rate are proposed based on the basic and extended context-tree weighting (CTW) algorithms. Consistency results are shown for those CTW based algorithms. Simulation results for those algorithms applied to… CONTINUE READING