Geometric Estimation of Multivariate Dependency
This paper proposes a geometric estimator of dependency between a pair of multivariate random variables. The proposed estimator of dependency is based on a randomly permuted geometric graph (the minimal spanning tree) over the two multivariate samples. This estimator converges to a quantity that we...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-08-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/21/8/787 |