Information theoretic measures of dependence, compactness, and non-gaussianity for multivariate probability distributions
A basic task of exploratory data analysis is the characterisation of "structure" in multivariate datasets. For bivariate Gaussian distributions, natural measures of dependence (the predictive relationship between individual variables) and compactness (the degree of concentration of...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2009-02-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/16/57/2009/npg-16-57-2009.pdf |