Year: 2019
Type: dataset
Abstract: A mutual information estimator based on k-nearest neighbor method proposed by A. Kraskov, et al. (2004) <doi:10.1103/PhysRevE.69.066138> to measure general dependence and the time complexity for our estimator is only squared to the sample size, which is faster than other statistics. Besides, an implementation of mutual information based independence test is provided for analyzing multivariate data in Euclidean space (T B. Berrett, et al. (2019) <doi:10.1093/biomet/asz024>); furthermore, we extend it to tackle datasets in metric spaces.
Authors: Shiyun Lin, Jin Zhu, Wenliang Pan, Xueqin Wang
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
OpenAlex ID: W4399513879