no code implementations • 1 Jun 2015 • Rahul Agarwal, Pierre Sacre, Sridevi V. Sarma
We construct the estimator of mutual dependence and compare its performance to standard measures (Pearson's and distance correlation) for different known pdfs by computing convergence rates, computational complexity, and the ability to capture nonlinear dependencies.
no code implementations • 20 Mar 2015 • Rahul Agarwal, Zhe Chen, Sridevi V. Sarma
In this paper, a nonparametric maximum likelihood (ML) estimator for band-limited (BL) probability density functions (pdfs) is proposed.