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A stable estimator of the information matrix under EM for

✍ Scribed by Jin-Chuan Duan; Andras Fulop


Book ID
106537259
Publisher
Springer US
Year
2009
Tongue
English
Weight
306 KB
Volume
21
Category
Article
ISSN
0960-3174

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An estimator of the mutual information b
✍ Georges A. Darbellay πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 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