Mutual information in the frequency domain

DOI10.1016/J.JSPI.2006.06.026zbMATH Open1104.62101OpenAlexW2004214799MaRDI QIDQ866650FDOQ866650

Authors: David R. Brillinger, Apratim Guha 

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.026

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zbMATH Keywords

correlationcoherencetime seriesmutual informationfrequency domain

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes and spectral analysis (62M15) Measures of information, entropy (94A17) Seismology (including tsunami modeling), earthquakes (86A15)

Cites Work

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• A Mathematical Theory of Communication
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• A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations
• Calculation of the amount of information about a random function contained in another such function
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
• Estimation of entropy and other functionals of a multivariate density
• Some data analyses using mutual information
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• Convergence properties of functional estimates for discrete distributions
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Cited In (9)

• Calculation of information flow rate from mutual information
• A mutual information-based \(k\)-sample test for discrete distributions
• Time series analysis of hybrid neurophysiological data and application of mutual information
• Identifying anomalous signals in GPS data using HMMs: an increased likelihood of earthquakes?
• Mutual information and redundancy for categorical data
• Assessing the dependence structure of the components of hybrid time series processes using mutual information
• Block coherence: a method for measuring the interdependence between two blocks of neurobiological time series
• Information theoretic interpretation of frequency domain connectivity measures
• Distribution of mutual information

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