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arXiv · 1102.1816

Concentration bounds for entropy estimation of one-dimensional Gibbs measures

J. -R. Chazottes·C. Maldonado
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Abstract

We obtain bounds on fluctuations of two entropy estimators for a class of one-dimensional Gibbs measures on the full shift. They are the consequence of a general exponential inequality for Lipschitz functions of n variables. The first estimator is based on empirical frequencies of blocks scaling logarithmically with the sample length. The second one is based on the first appearance of blocks within typical samples.

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J. -R. Chazottes, C. Maldonado. 2011-09-20. Concentration bounds for entropy estimation of one-dimensional Gibbs measures. https://doi.org/10.1088/0951-7715%2F24%2F8%2F011

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