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Updated: Aug 16, 2026

Applications of EEG Neuroimaging Data: Event-related Potentials, Spectral Power, and Multiscale Entropy
Published on: June 27, 2013
Edgeworth approximation of multivariate differential entropy
1K. U. Leuven, Laboratorium voor Neuro- en Psychofysiologie, B-3000 Leuven, Belgium. marc@neuro.kuleuven.ac.be
Abstract:
We develop the general, multivariate case of the Edgeworth approximation of differential entropy and show that it can be more accurate than the nearest-neighbor method in the multivariate case and that it scales better with sample size. Furthermore, we introduce mutual information estimation as an application.
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