Abstract: We prove that mutual information is actually negative copula entropy, based on which a method for mutual information estimation is proposed.
Recommendations
- Mutual information as a measure of multivariate association: analytical properties and statistical estimation
- Relationship between Kendall's tau correlation and mutual information
- Non-parametric estimation of mutual information through the entropy of the linkage
- A mutual information estimator with exponentially decaying bias
- Jackknife approach to the estimation of mutual information
Cited in
(33)- Correlation function and mutual information
- Minimum mutual information and non-Gaussianity through the maximum entropy method: theory and properties
- Statistical estimation of the Shannon entropy
- A new approach to mutual information. II
- Non-parametric estimation of mutual information through the entropy of the linkage
- A unifying framework of synaptic and intrinsic plasticity in neural populations
- On dynamic mutual information for bivariate lifetimes
- Mutual information as a measure of multivariate association: analytical properties and statistical estimation
- Equitability, mutual information, and the maximal information coefficient
- Parametric dependence between random vectors via copula-based divergence measures
- Discussion about inaccuracy measure in information theory using co-copula and copula dual functions
- Jackknife approach to the estimation of mutual information
- Frank copula is minimum information copula under fixed Kendall's
- Machine learning with squared-loss mutual information
- Minimum mutual information and non-Gaussianity through the maximum entropy method: estimation from finite samples
- copent
- Mutual information in the frequency domain
- An efficient algorithm for the computation of average mutual information: validation and implementation in Matlab
- Joint dependence distribution of data set using optimizing Tsallis copula entropy
- Survival copula entropy and dependence in bivariate distributions
- A unified definition of mutual information with applications in machine learning
- Estimation of mutual information by the fuzzy histogram
- Copula-based extropy measures, properties, and dependence in bivariate distributions
- Maximum independence and mutual information
- Selection of a kernel bandwidth for measuring dependence in hydrologic time series using the mutual information criterion
- Non-parametric multivariate control chart using copula entropy
- scientific article; zbMATH DE number 2077184 (Why is no real title available?)
- Relationship between Kendall's tau correlation and mutual information
- Pearson correlation coefficient-guided large-scale fuzzy cognitive maps learning algorithm
- Measuring information transfer between nodes in a brain network through spectral transfer entropy
- Information content of inflation expectations: a copula-based model
- Non-parametric estimation of copula based mutual information
- The essential dependence for a group of random vectors
This page was built for publication: Mutual information equals copula entropy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q94967)