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A novel (differential) entropy estimator is introduced where the maximum entropy bound is used to approximate the entropy given the observations, and is computed using a numerical procedure thus resulting in accurate estimates for the entropy. We show that such an estimator exists for a wide class of measuring functions, and provide a number of design examples to demonstrate its flexible nature. We...
We present a new (differential) entropy estimator where the maximum entropy bound is used to approximate the entropy given the observations, and is computed using a numerical procedure. The resulting accurate estimate for the entropy is used to derive a new algorithm to perform independent component analysis (ICA). The new algorithm, ICA by entropy bound minimization (ICA-EBM), adopts a line search...
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