MaxEnt Upper Bounds for the Differential Entropy of Univariate Continuous Distributions

Frank Nielsen*, Richard Nock

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    9 Citations (Scopus)

    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.

    Original languageEnglish
    Article number7849175
    Pages (from-to)402-406
    Number of pages5
    JournalIEEE Signal Processing Letters
    Volume24
    Issue number4
    DOIs
    Publication statusPublished - Apr 2017

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