Information Theoretical Estimators Toolbox

zbMATH Open1317.68190arXiv1405.2106MaRDI QIDQ2933987FDOQ2933987

Authors: Zoltán Szabó 

Publication date: 8 December 2014

Abstract: We present ITE (information theoretical estimators) a free and open source, multi-platform, Matlab/Octave toolbox that is capable of estimating many different variants of entropy, mutual information, divergence, association measures, cross quantities, and kernels on distributions. Thanks to its highly modular design, ITE supports additionally (i) the combinations of the estimation techniques, (ii) the easy construction and embedding of novel information theoretical estimators, and (iii) their immediate application in information theoretical optimization problems. ITE also includes a prototype application in a central problem class of signal processing, independent subspace analysis and its extensions.

Full work available at URL: https://arxiv.org/abs/1405.2106

Recommendations

• Interval estimation: An information theoretic approach
• scientific article; zbMATH DE number 5001253
• Decoherence and Entropy in Complex Systems
• Information theoretic methods in small domain estimation
• Kullback-leibler information and interval estimation
• Information-theoretic methods for estimating complicated probability distributions.
• Information and exponential families in statistical theory

zbMATH Keywords

entropymutual informationmodularitydivergenceassociation measureindependent subspace analysisdistribution kernel estimationGNU GPLv3Matlab/Octavemulti-platform

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Learning and adaptive systems in artificial intelligence (68T05) Software, source code, etc. for problems pertaining to statistics (62-04) Measures of information, entropy (94A17)

Cited In (6)

• Copula index for detecting dependence and monotonicity between stochastic signals
• An efficient algorithm for the computation of average mutual information: validation and implementation in Matlab
• Spatio-chromatic information available from different neural layers via gaussianization
• ITE
• Inflation as an information bottleneck: a strategy for identifying universality classes and making robust predictions
• Fast Parallel Estimation of High Dimensional Information Theoretical Quantities with Low Dimensional Random Projection Ensembles

Uses Software

• Matlab
• Octave

This page was built for publication: Information Theoretical Estimators Toolbox

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2933987)