Alternative Dirichlet Priors for Estimating Entropy via a Power Sum Functional

Tanita Botha, Johannes Ferreira and Andriette Bekker
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Tanita Botha: Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria 0028 , South Africa
Johannes Ferreira: Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria 0028 , South Africa
Andriette Bekker: Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria 0028 , South Africa

Mathematics, 2021, vol. 9, issue 13, 1-17

Abstract: Entropy is a functional of probability and is a measurement of information contained in a system; however, the practical problem of estimating entropy in applied settings remains a challenging and relevant problem. The Dirichlet prior is a popular choice in the Bayesian framework for estimation of entropy when considering a multinomial likelihood. In this work, previously unconsidered Dirichlet type priors are introduced and studied. These priors include a class of Dirichlet generators as well as a noncentral Dirichlet construction, and in both cases includes the usual Dirichlet as a special case. These considerations allow for flexible behaviour and can account for negative and positive correlation. Resultant estimators for a particular functional, the power sum, under these priors and assuming squared error loss, are derived and represented in terms of the product moments of the posterior. This representation facilitates closed-form estimators for the Tsallis entropy, and thus expedite computations of this generalised Shannon form. Select cases of these proposed priors are considered to investigate the impact and effect on the estimation of Tsallis entropy subject to different parameter scenarios.

Keywords: generator; multinomial; noncentral; Poisson; power sum; Tsallis (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
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