Jackknife approach to the estimation of mutual information

DOI10.1073/PNAS.1715593115MaRDI QIDQ4967504zbMATH OpenOpenAlexWikidataFDO

Authors Xianli Zeng, Yingcun Xia, Howell Tong

Publication date 3 July 2019

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.1715593115

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

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Cited in

(21)

• Independence tests in the presence of measurement errors: an invariance law
• A kernel-based calculation of information on a metric space
• The performance of mutual information for mixture of bivariate normal distributions based on robust kernel estimation
• Representation of Mutual Information Via Input Estimates
• Estimating Mutual Information Via Kolmogorov Distance
• A maximum entropy copula model for mixed data: representation, estimation and applications
• The Hellinger Correlation
• Selection of a kernel bandwidth for measuring dependence in hydrologic time series using the mutual information criterion
• Testing unconditional and conditional independence via mutual information
• \texttt{fastMI}: a fast and consistent copula-based nonparametric estimator of mutual information
• Optimal subsampling for modal regression in massive data
• Clustering high-frequency financial time series based on information theory
• Independence test via mutual information in the presence of measurement errors
• Power boosting: fusion of multiple test statistics via resampling
• Distance correlation in the presence of measurement errors
• A tree approach for variable selection and its random forest
• Large portfolio allocation based on high-dimensional regression and Kendall’s Tau
• A nonparametric independence test via penalized mutual information
• An estimate of mutual information that permits closed-form optimisation
• Bayesian and quasi-Bayesian estimators for mutual information from discrete data
• Mutual information equals copula entropy

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