DocumentCode
1502351
Title
Estimation of the information by an adaptive partitioning of the observation space
Author
Darbellay, Georges A. ; Vajda, Igor
Author_Institution
Inst. of Inf. Theory & Autom., Czechoslovak Acad. of Sci., Prague, Czech Republic
Volume
45
Issue
4
fYear
1999
fDate
5/1/1999 12:00:00 AM
Firstpage
1315
Lastpage
1321
Abstract
We demonstrate that it is possible to approximate the mutual information arbitrarily closely in probability by calculating the relative frequencies on appropriate partitions and achieving conditional independence on the rectangles of which the partitions are made. Empirical results, including a comparison with maximum-likelihood estimators, are presented
Keywords
adaptive estimation; approximation theory; frequency estimation; information theory; nonparametric statistics; probability; adaptive partitioning; conditional independence; information estimation; maximum-likelihood estimators; mutual information approximation; nonparametric estimator; observation space; partitions; probability; random variables; rectangles; relative frequencies; Density measurement; Entropy; Frequency; Histograms; Information theory; Maximum likelihood estimation; Multidimensional systems; Mutual information; Probability; Random variables;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.761290
Filename
761290
Link To Document