neural coding & computation group
Bayesian Entropy Estimation under Pitman-Yor Mixture (PYM) prior - matlab code
description: Computes the Bayes' least squares estimate (i.e., posterior mean) of the entropy of a discrete distribution from samples under a Pitman-Yor Mixture (PYM) prior. The PYM prior is a mixture of Pitman-Yor (or 2-parameter Poisson-Dirichlet) distributions over countably infinite discrete distributions, with mixing weights set to produce an approximately flat prior over entropy. Also computes posterior variance for quantifying uncertainty.
download: master.zip (more info: README.html)
browse: github project page