Non–Parametric Estimation of Mutual Information through the Entropy of the Linkage

Non–Parametric Estimation of Mutual Information through the Entropy of the Linkage

A new, non–parametric and binless estimator for the mutual information of a d–dimensional random vector is proposed. First of all, an equation that links the mutual information to the entropy of a suitable random vector with uniformly distributed components is deduced. When d = 2 this equation reduc...

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Bibliographic Details
Main Authors: Maria Teresa Giraudo, Laura Sacerdote, Roberta Sirovich
Format: Article
Language:English
Published: MDPI AG 2013-11-01
Series:Entropy
Subjects:
information measures
mutual information
entropy
copula function
linkage function
kernel method
binless estimator
Online Access:http://www.mdpi.com/1099-4300/15/12/5154

Internet

http://www.mdpi.com/1099-4300/15/12/5154

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