SENECA uses a novel self-consistent missing mass calculation to improve discrete entropy estimates in small-sample regimes and outperforms alternatives in numerical tests.
On the sub-Gaussianity of the missing mass.Statistics & Probability Letters, 206:109991, 2024
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SENECA: Small-Sample Discrete Entropy Estimation via Self-Consistent Missing Mass
SENECA uses a novel self-consistent missing mass calculation to improve discrete entropy estimates in small-sample regimes and outperforms alternatives in numerical tests.