Information Theoretical Estimators Toolbox

MaRDI QIDQ2933987zbMATH OpenFDO

Authors Zoltán Szabó

Publication date 8 December 2014

Full work available at URL https://arxiv.org/abs/1405.2106, http://jmlr.csail.mit.edu/papers/v15/szabo14a.html

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)

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.

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Cited in

(6)

• Fast Parallel Estimation of High Dimensional Information Theoretical Quantities with Low Dimensional Random Projection Ensembles
• Copula index for detecting dependence and monotonicity between stochastic signals
• ITE
• 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
• Inflation as an information bottleneck: a strategy for identifying universality classes and making robust predictions

Describes a project that uses

Uses Software

• Octave
• Matlab

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