Estimation of the information by an adaptive partitioning of the observation space

Estimation of the information by an adaptive partitioning of the observation space

We demonstrate that it is possible to approximate the mutual information arbitrarily closely in probability by calculating the relative frequencies on appropriate partitions and achieving conditional independence on the rectangles of which the partitions are made. Empirical results, including a comp...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on information theory 1999-05, Vol.45 (4), p.1315-1321
Hauptverfasser: Darbellay, G.A., Vajda, I.
Format: Artikel
Sprache:eng
Schlagworte:
Approximation
Density measurement
Electrical engineering
Empirical analysis
Entropy
Estimators
Frequency
Histograms
Information theory
Mathematical analysis
Maximum likelihood estimation
Multidimensional systems
Mutual information
Partitioning
Partitions
Probability
Random variables
Rectangles
Online-Zugang:Volltext bestellen
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We demonstrate that it is possible to approximate the mutual information arbitrarily closely in probability by calculating the relative frequencies on appropriate partitions and achieving conditional independence on the rectangles of which the partitions are made. Empirical results, including a comparison with maximum-likelihood estimators, are presented.
ISSN:0018-9448
1557-9654
DOI:10.1109/18.761290