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An Improved Nearest Neighbor Based Entropy Estimator with Local Ellipsoid Correction and its Application to Evaluation of MCMC Posterior Samples
(2018)
Pro gradu -tutkielma
Pro gradu -tutkielma
Entropy estimation is an important technique to summarize the uncertainty of a distribution underlying a set of samples. It ties to important research problems in fields such as statistics, machine learning and so on. The ...