Dimension Estimation †Abstract †We present a new estimator of the distribution of pointwise dimensions of a probability measure. Our estimator seeks to approximate such measures by locally uniform measures, which we show are dense in a large class. We derive a probability density related to a locally uniform measure which allows estimation of its pointwise dimensions by a Bayesian method. We discuss our algorithm in detail and apply it to various data, including orbits of the classical H´enon map and a Chirikov standard map. Presentation †Coming soon. MATLAB codes †Coming soon. Related papers †Do not redistribute our unpublished paper without our permission.
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