SENECA: Small-Sample Discrete Entropy Estimation via Self-Consistent Missing Mass

Fuente: arXiv
Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: McCabe, Lucas H., Huang, H. Howie
Format: Preprint
Veröffentlicht: 2026
Schlagworte:
Online-Zugang:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
_version_ 1866913080671207424
author McCabe, Lucas H.
Huang, H. Howie
author_facet McCabe, Lucas H.
Huang, H. Howie
contents Discrete entropy estimation is a classic information theory problem, wherein the average information content of a discrete random variable is estimated from samples alone. Naive approaches, such as the plugin method, fail to account for the probability mass associated with members of the random variable's support that are unobserved in a given sample, known as the "missing mass." The resulting systemic underestimation is particularly problematic when data is time-consuming or costly to gather. We propose SENECA, an entropy estimation scheme based on a novel ``self-consistent'' missing mass calculation. Extensive numerical experiments indicate that our approach outperforms many state-of-the-art alternatives overall in the small-sample setting. We then apply SENECA to two practical use cases, namely biodiversity estimation and the detection of incorrect large language model responses, where our method is competitive with domain-specific approaches. Our work advances SENECA as an effective drop-in replacement for small-sample entropy estimation, with broad utility across several domains.
format Preprint
id arxiv_https___arxiv_org_abs_2605_00668
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle SENECA: Small-Sample Discrete Entropy Estimation via Self-Consistent Missing Mass
McCabe, Lucas H.
Huang, H. Howie
Information Theory
Computation
Discrete entropy estimation is a classic information theory problem, wherein the average information content of a discrete random variable is estimated from samples alone. Naive approaches, such as the plugin method, fail to account for the probability mass associated with members of the random variable's support that are unobserved in a given sample, known as the "missing mass." The resulting systemic underestimation is particularly problematic when data is time-consuming or costly to gather. We propose SENECA, an entropy estimation scheme based on a novel ``self-consistent'' missing mass calculation. Extensive numerical experiments indicate that our approach outperforms many state-of-the-art alternatives overall in the small-sample setting. We then apply SENECA to two practical use cases, namely biodiversity estimation and the detection of incorrect large language model responses, where our method is competitive with domain-specific approaches. Our work advances SENECA as an effective drop-in replacement for small-sample entropy estimation, with broad utility across several domains.
title SENECA: Small-Sample Discrete Entropy Estimation via Self-Consistent Missing Mass
topic Information Theory
Computation
url https://arxiv.org/abs/2605.00668