Mutual information in the frequency domain

DOI10.1016/J.JSPI.2006.06.026MaRDI QIDQ866650zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• scientific article; zbMATH DE number 1077726 (Why is no real title available?)
• scientific article; zbMATH DE number 5196595 (Why is no real title available?)
• A Mathematical Theory of Communication
• 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
• Convergence properties of functional estimates for discrete distributions
• Estimation of entropy and other functionals of a multivariate density
• Some data analyses using mutual information
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS

Cited in

(9)

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

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