A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations

DOI10.1016/S0165-1684(98)00224-2MaRDI QIDQ1292530zbMATH OpenOpenAlexFDO

Authors R. Moddemeijer

Publication date 21 June 1999

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(98)00224-2

zbMATH Keywords

EntropyMutual informationVarianceLikelihoodDependent samplesSample meanStatistic

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(13)

• Whitening as a tool for estimating mutual information in spatiotemporal data sets
• Optimal quantization of the support of a continuous multivariate distribution based on mutual information
• The autodependogram: a graphical device to investigate serial dependences
• Assessing the dependence structure of the components of hybrid time series processes using mutual information
• Operational risk aggregation based on business line dependence: a mutual information approach
• Model term selection for spatio-temporal system identification using mutual information
• GENERALIZED CELLULAR NEURAL NETWORKS (GCNNs) CONSTRUCTED USING PARTICLE SWARM OPTIMIZATION FOR SPATIO-TEMPORAL EVOLUTIONARY PATTERN IDENTIFICATION
• NONPARAMETRIC DETECTION OF DEPENDENCES IN STOCHASTIC POINT PROCESSES
• ON OPTIMAL WAVELET BASES FOR THE REALIZATION OF MICROCANONICAL CASCADE PROCESSES
• Mutual information in the frequency domain
• Encoding efficiency of suprathreshold stochastic resonance on stimulus-specific information
• Estimation of mutual information by the fuzzy histogram
• Entropy-based independence test

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