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MaxEnt Upper Bounds for the Differential Entropy of Univariate Continuous Distributions

Authors :
Richard Nock
Frank Nielsen
Source :
IEEE Signal Processing Letters. 24:402-406
Publication Year :
2017
Publisher :
Institute of Electrical and Electronics Engineers (IEEE), 2017.

Abstract

We present a series of closed-form upper bounds of the differential entropy of univariate continuous distributions based on the maximum entropy principle. We apply those bounds to Gaussian mixture models, and study their tightness properties.

Details

ISSN :
15582361 and 10709908
Volume :
24
Database :
OpenAIRE
Journal :
IEEE Signal Processing Letters
Accession number :
edsair.doi...........7bd940b7e63349cfcf8cd6f94f3bb3fd
Full Text :
https://doi.org/10.1109/lsp.2017.2666792