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

DOI10.1016/S0165-1684(98)00224-2zbMATH Open0923.94013OpenAlexW2055470559MaRDI QIDQ1292530FDOQ1292530

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

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zbMATH Keywords

EntropyMutual informationVarianceLikelihoodDependent samplesSample meanStatistic

Mathematics Subject Classification ID

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

Cited In (13)

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

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