An efficient algorithm for the computation of average mutual information: Validation and implementation in Matlab

Average mutual information (AMI) measures the dependence between pairs of random variables. It has been used in many applications including blind source separation, data mining, neural synchronicity assessment, and state space reconstruction in human movement studies. Presently, several algorithms a...

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Veröffentlicht in:	Journal of mathematical psychology 2014-08, Vol.61, p.45-59
Hauptverfasser:	Thomas, Robin D., Moses, Nathan C., Semple, Erin A., Strang, Adam J.
Format:	Artikel
Sprache:	eng
Schlagworte:	Copula modeling Mutual information Numerical computation State-space reconstruction
Online-Zugang:	Volltext
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