An efficient algorithm for the computation of average mutual information: validation and implementation in Matlab

DOI10.1016/J.JMP.2014.09.001MaRDI QIDQ2263974zbMATH OpenOpenAlexFDO

Authors Robin D. Thomas, Nathan C. Moses, Erin A. Semple, Adam J. Strang

Publication date 19 March 2015

Published in Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmp.2014.09.001

zbMATH Keywords

mutual informationnumerical computationcopula modelingstate-space reconstruction

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Measurement and performance in psychology (91E45) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

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• An introduction to copulas.
• Applied multivariate statistical analysis.
• Copula modeling: An introduction for practitioners
• Elements of Information Theory
• Estimation of the information by an adaptive partitioning of the observation space
• Independent coordinates for strange attractors from mutual information.
• Nonlinear Time Series Analysis
• On nonparametric measures of dependence for random variables
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• Tutorial on maximum likelihood estimation

Describes a project that uses

Uses Software

• TISEAN
• Matlab

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