Quantifying Data Dependencies with Rényi Mutual Information and Minimum Spanning Trees
In this study, we present a novel method for quantifying dependencies in multivariate datasets, based on estimating the Rényi mutual information by minimum spanning trees (MSTs). The extent to which random variables are dependent is an important question, e.g., for uncertainty quantification and sen...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-01-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/21/2/100 |