arrow
返回

Fast kernel entropy estimation and optimization

delete2005-05-01
delete37
PRE
AI
S
Sarit Shwartz
M
Michael Zibulevsky
Y
Yoav Y. Schechner
DOI:10.1016/j.sigpro.2004.11.022delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
Differential entropy is a quantity used in many signal processing problems. Often we need to calculate not only the entropy itself. but also its gradient with respect to various variables, for efficient optimization, sensitivity analysis, etc. Entropy estimation can be based on an estimate of the probability density function, which is computationally costly if done naively. Some prior algorithms use computationally efficient non-parametric entropy estimators. However, differentiation of the previously proposed estimators is difficult and may even be undefined. To counter these obstacles, we consider non-parametric kernel entropy estimation that is differentiable. We present two different accelerated kernel algorithms. The first accelerates the entropy gradient calculation based on a back propagation principle. It allows calculating the differential entropy g.-adient in the same complexity as that of calculating the entropy itself. The second algorithm accelerates the estimation of both entropy and its gradient by using fast convolution over a uniform grid. As an example, we apply both algorithms to blind source separation. (c) 2005 Elsevier B.V. All rights reserved.
Keyword:
non-parametric entropy estimation
Parzen windows
automatic differentiation
blind source separation
independent component analysis
mutual information
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

Signal Processing 封面图
Signal Processing
IF:
3.6
论文数:
9.9K
被引数:
1.7W

机构

暂无机构信息
引用论文

引用论文

Thermo-chemical Fluid Flow Simulation in Hot-Dip Galvanizing: The Evaluation of Dross Build-Up Formation
err2019-01-09
err0
errOAAI
errGeorg Reiss; Anton Ishmurzin; Claudia Mugrauer; Werner Eßl; Werner Ecker; Johann Strutzenberger; Harald Unger; Gerhard Angeli
err分享
err收藏
err分享
err收藏
Investigating in utero fetal death: outcome of internal medicine consultation
err2017-07-27
err0
errOAAI
errNicolas Belhomme; Marine Le Noir De Carlan; Alain Lescoat; Thomas Le Gallou; Florence Rouget; Philippe Loget; Patrick Jego
err分享
err收藏
err分享
err收藏
Distribution-function Theories
err2006-01-01
err0
PREAI
errJean-Pierre Hansen; Ian R. McDonald
err分享
err收藏
学者 查看更多内容