Expressions for Rényi and Shannon entropies for multivariate distributions

By Konstantinos Zografos, Saralees Nadarajah. 2005

94 citations recorded by the source corpus.

Subfields: Statistical and Nonlinear Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1f84ef50b99776c75cfcc5ced9876d7b69a3068e

How researchers see this paper

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In Statistical and Nonlinear Physics

1. K. Schindlerova
2. Tamás Linder
3. Tim van Erven
4. Peter Harremoës

In Statistics and Probability

1. K. Schindlerova
2. Tamás Linder
3. Fady Alajaji
4. M. Ángeles Gil
5. Tim van Erven
6. Peter Harremoës

Citations in the corpus

• Rényi divergence measures for commonly used univariate continuous distributions (2013, background): “The same authors then expanded these results for several multivariate families in [34].”
• Entropy-Based Approach for Uncertainty Propagation of Nonlinear Dynamical Systems (2013, unknown): “The Rényi entropy of order κ for a continuous random variable with PDF p x is defined by [21,22]”
• Equivalence of Granger Causalityand Transfer Entropy: A Generalization. (2011, background): “(ii): It has been shown in [1] and [24] that the entropy of multivariate log normal distribution is H(p) = 1 2 log |Σ|+ d 2 + d 2 log(2π)+ ∑d i=1 μi.”