Asymptotically Unbiased Estimator of the Informational Energy with kNN

Angel Caţaron, Răzvan Andonie, Yvonne Chueh

Abstract


Motivated by machine learning applications (e.g., classification, function approximation, feature extraction), in previous work, we have introduced a nonparametric estimator of Onicescu’s informational energy. Our method was based on the k-th nearest neighbor distances between the n sample points, where k is a fixed positive integer. In the present contribution, we discuss mathematical properties of this estimator. We show that our estimator is asymptotically unbiased and consistent. We provide further experimental results which illustrate the convergence of the estimator for standard distributions.


Keywords


machine learning, statistical inference, asymptotically unbiased estimator, k-th nearest neighbor, informational energy

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References


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DOI: https://doi.org/10.15837/ijccc.2013.5.643



Copyright (c) 2017 Angel Caţaron, Răzvan Andonie, Yvonne Chueh

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