{"id":"W3084362190","doi":"10.3390/jrfm13090205","title":"Shannon Entropy Estimation for Linear Processes","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Control Systems and Identification","field":"Engineering","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Simons Foundation","keywords":"Estimator; Mathematics; Kernel density estimation; Probability density function; Applied mathematics; Entropy estimation; Entropy (arrow of time); Shannon's source coding theorem; Kernel (algebra); Rényi entropy; Statistics; Principle of maximum entropy; Discrete mathematics; Combinatorics; Binary entropy function; Physics; Maximum entropy thermodynamics; Thermodynamics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0001032956,0.0000475095,0.0001021846,0.00004082041,0.00003420858,0.00002818752,0.00004103706,0.00001775603,0.000001689019],"category_scores_gemma":[0.00007847609,0.00004181039,0.00002984456,0.000074994,0.000003570364,0.0001061565,0.000006388042,0.00004155878,0.000002169851],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001091411,"about_ca_system_score_gemma":0.00000541717,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000001520054,"about_ca_topic_score_gemma":0.000002104186,"domain_scores_codex":[0.9996153,0.000004189798,0.0002075117,0.00004478047,0.00007123357,0.00005695134],"domain_scores_gemma":[0.9997779,0.00001349455,0.00008700272,0.00002634073,0.00006175113,0.00003355386],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0001785317,0.00003389355,0.0006616949,0.001870075,0.00005348163,0.000008633662,0.001476959,0.03583412,0.0005584696,0.00264092,0.006916752,0.9497665],"study_design_scores_gemma":[0.002456617,0.000351273,0.01770801,0.0001961432,0.0002587389,0.000005808888,0.0002396003,0.2898012,0.000637657,0.002566376,0.6855451,0.0002334559],"study_design_candidate":"design_other","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05216888,0.00120497,0.9459265,0.0001519272,0.0002586715,0.0001934835,0.000007690706,0.00001775624,0.00007007379],"genre_scores_gemma":[0.994311,0.001121949,0.00412728,0.00002213857,0.0003839922,0.000007331407,0.000001745112,0.000006351272,0.00001819603],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.949533,"threshold_uncertainty_score":0.1704978,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.007231853213736299,"score_gpt":0.1989631130462169,"score_spread":0.1917312598324807,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}