Key points are not available for this paper at this time.
We develop a ldquoplug-inrdquo kernel estimator for the differential entropy that is consistent even if the kernel width tends to zero as quickly as 1/ N , where N is the number of independent and identically distributed (i.i.d.) samples. Thus, accurate density estimates are not required for accurate kernel entropy estimates; in fact, it is a good idea when estimating entropy to sacrifice some accuracy in the quality of the corresponding density estimate.
Paninski et al. (Wed,) studied this question.