Application of offset estimator of differential entropy and mutual information with multivariate data

Application of offset estimator of differential entropy and mutual information with multivariate data

Numerical estimators of differential entropy and mutual information can be slow to converge as sample size increases. The offset Kozachenko–Leonenko (KLo) method described here implements an offset version of the Kozachenko–Leonenko estimator that can markedly improve convergence. Its use is illustr...

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Bibliographic Details
Main Authors: Iván Marín-Franch, Martín Sanz-Sabater, David H. Foster, Emanuele Frontoni
Format: Article
Language:English
Published: Cambridge University Press 2022-01-01
Series:Experimental Results
Subjects:
information theory
Kozachenko–Leonenko estimator
mutual information
nonparametric statistics
R
Python
and MATLAB
Online Access:https://www.cambridge.org/core/product/identifier/S2516712X22000144/type/journal_article

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