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MaxEnt Upper Bounds for the Differential Entropy of Univariate Continuous Distributions

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Authors

Nielsen, Frank
Nock, Richard

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Institute of Electrical and Electronics Engineers (IEEE Inc)

Abstract

We present a series of closed-form upper bounds of the differential entropy of univariate continuous distributions based on the maximum entropy principle. We apply those bounds to Gaussian mixture models, and study their tightness properties

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IEEE Signal Processing Letters

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Restricted until

2099-12-31