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

Jorge Silva, Shrikanth Narayanan
2010 IEEE Transactions on Signal Processing  
A new framework for histogram-based mutual information estimation of probability distributions equipped with density functions in ( d , B( d )) is presented in this work. A general histogram-based estimate is proposed, considering nonproduct 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
more » ... ally equivalent blocks (the Gessaman's partition) and the other, on a tree-structured vector quantization scheme.
doi:10.1109/tsp.2010.2046077 fatcat:iydrq4xebjhntbanq7ornm454a