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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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How to compute the entropy of a random variable with values in a metric space?

Estimate the probability density, using Kernel density estimation Compute the differential entropy.
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How to compute the entropy of a random variable with values in a metric space? [closed]

I have a cloud of points, and I want to compute its 'diversity'. Variance is not appropriate, because a cloud clustering around few points can still have a large variance. To that end, I see the clou …