Nonproduct Data-Dependent Partitions for Mutual Information Estimation: Strong Consistency and Applications

被引:20
|
作者
Silva, Jorge [1 ]
Narayanan, Shrikanth [2 ]
机构
[1] Univ Chile, Dept Elect Engn, Santiago 4123, Chile
[2] Univ So Calif, Viterbi Sch Engn, Dept Elect Engn, Los Angeles, CA 90089 USA
基金
美国国家科学基金会;
关键词
Asymptotically sufficient partitions; data-dependent partitions; histogram-based estimation; mutual information; tree-structured vector quantization; Vapnik-Chervonenkis inequality; CONVERGENCE PROPERTIES; PATTERN-RECOGNITION; DENSITY-ESTIMATION; CLASSIFICATION; OPTIMIZATION; PROBABILITY; ENTROPY; TREES; L1;
D O I
10.1109/TSP.2010.2046077
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
A new framework for histogram-based mutual information estimation of probability distributions equipped with density functions in (R(d), B(R(d))) is presented in this work. A general histogram-based estimate is proposed, considering non-product data-dependent partitions, and sufficient conditions are stipulated to guarantee a strongly consistent estimate for mutual information. Two emblematic families of density-free strongly consistent estimates are derived from this result, one based on statistically equivalent blocks (the Gessaman's partition) and the other, on a tree-structured vector quantization scheme.
引用
收藏
页码:3497 / 3511
页数:15
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