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تسجيل مستخدم جديدEstimating Entropy of Distributions in Constant Space
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We consider the task of estimating the entropy of $k$-ary distributions from samples in the streaming model, where space is limited. Our main contribution is an algorithm that requires $Oleft(frac{k log (1/varepsilon)^2}{varepsilon^3}right)$ samples and a constant $O(1)$ memory words of space and outputs a $pmvarepsilon$ estimate of $H(p)$. Without space limitations, the sample complexity has been established as $S(k,varepsilon)=Thetaleft(frac k{varepsilonlog k}+frac{log^2 k}{varepsilon^2}right)$, which is sub-linear in the domain size $k$, and the current algorithms that achieve optimal sample complexity also require nearly-linear space in $k$. Our algorithm partitions $[0,1]$ into intervals and estimates the entropy contribution of probability values in each interval. The intervals are designed to trade off the bias and variance of these estimates.
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