An estimator of the mutual information b
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Georges A. Darbellay
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Article
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1999
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Elsevier Science
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English
β 170 KB
The mutual information is a measure of stochastic dependence. Here, we present a data-dependent nonparametric estimator of the mutual information. The algorithm, upon which this estimator rests, is based on Dobrushin's information theorem. The key idea is to build a succession of ΓΏner and ΓΏner parti