Threshold-free estimation of entropy from a Pearson matrix
Europhysics Letters January 24, 2023 Helcio Felippe, Aline Viol, Dráulio Barros de Araújo et al. 9 citations
Abstract There is demand in diverse fields for a reliable method of estimating the entropy associated with correlations. The estimation of a unique entropy directly from the Pearson correlation matrix has remained an open problem for more than half a century. All existing approaches lack generality insofar as they require thresholding choices that arbitrarily remove possibly important...