1 code implementation • 10 May 2004 • Harald Stögbauer, Alexander Kraskov, Sergey A. Astakhov, Peter Grassberger
We propose to use precise estimators of mutual information (MI) to find least dependent components in a linearly mixed signal.
Computational Physics Information Theory Information Theory Data Analysis, Statistics and Probability Quantitative Methods
4 code implementations • 28 May 2003 • Alexander Kraskov, Harald Stoegbauer, Peter Grassberger
Indeed, the bias of the underlying entropy estimates is mainly due to non-uniformity of the density at the smallest resolved scale, giving typically systematic errors which scale as functions of $k/N$ for $N$ points.
Statistical Mechanics Disordered Systems and Neural Networks
