{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003017101,0.000650503,0.0008568607,0.001309767,0.0003279515,0.001389049,0.0008111711,0.0008763152,0.001258472],"category_scores_gemma":[0.02052712,0.0002928321,0.0004242921,0.000709088,0.001759331,0.002780716,0.001390963,0.0009069088,0.0002418355],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001010877,"about_ca_system_score_gemma":0.0006181799,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00108366,"about_ca_topic_score_gemma":0.0005517603,"domain_scores_codex":[0.9985541,0.0005422779,0.00007145155,0.0002236924,0.0004889225,0.0001196973],"domain_scores_gemma":[0.9913484,0.006935605,0.000516723,0.0004208185,0.0006414292,0.0001369498],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002103882,0.00006939556,0.004723592,0.0003603057,0.0001739013,0.0002003944,0.0002353823,0.5681918,0.008087459,0.3539993,0.001613491,0.06213464],"study_design_scores_gemma":[0.00000358791,0.00002490465,0.0009771473,0.00002600462,0.00001182005,0.00005190575,0.00001375336,0.9237472,0.001640443,0.07298999,0.0004908976,0.00002243751],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03971162,0.00138888,0.954819,0.0002932193,0.00006037199,0.00001948939,0.00007167102,0.0001432559,0.003492417],"genre_scores_gemma":[0.9241416,0.001765982,0.06960165,0.0001562784,0.00037471,0.00007427795,0.0002729797,0.0000839214,0.003528639],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003017101,"threshold_uncertainty_score":0.0159561,"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."}}