title: meassure the entropy of a point-cloud
body: <p>I have a point-clould of which I would like to meassure (/approximate) the entropy (density-entropy). The entropy can only be computed if I assign a probability to each point in the point-cloud. What is the common way to do this?</p>
  
  <p><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4ec59748c8a3ef968bb87973021ca03a31cf30b6" alt=""></p>
  
  <p><strong>Note:</strong> </p>
  
  <p>One Idea I have is to compute the density with a kernel density estimation (wiki):</p>
  
  <p><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/15255412d35488194b7e24e4518765e0af9992b5" alt=""></p>
  
  <p>Is there a common approach, or should I just use kde?</p>