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...

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Bibliographic Details
Main Authors: Anne Eggels, Daan Crommelin
Format: Article
Language:English
Published: MDPI AG 2019-01-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/21/2/100