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Estimation of mutual information using kernel density estimators
Abstract
Mutual information is useful for investigating the dependence between two experimental time series. It is often used to establish an appropriate time delay in phase-portrait reconstruction from time-series data. A histogram based approach has been used so far to estimate the probabilities. It is shown here that kernel density estimation of the probability density functions needed in estimating the average mutual information across two coordinates can be more effective than the histogram method of Fraser and Swinney [Phys. Rev. A 33, 1134 (1986)].
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Citations
Cited by
Kraskov, A., Stögbauer, H., & Grassberger, P. (2004) · Physical Review E · doi:10.1103/physreve.69.066138 · Cited by 3,512
The mutual information: detecting and evaluating dependencies between variables
Steuer, R., Kurths, J., Daub, C. O., Weise, J., & Selbig, J. (2002) · Bioinformatics · doi:10.1093/bioinformatics/18.suppl_2.s231 · Cited by 815
Equitability, mutual information, and the maximal information coefficient
Kinney, J. B., & Atwal, G. S. (2014) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.1309933111 · Cited by 667
Comparison of co-expression measures: mutual information, correlation, and model based indices
Song, L., Langfelder, P., & Horvath, S. (2012) · BMC Bioinformatics · doi:10.1186/1471-2105-13-328 · Cited by 460
Reverse engineering and identification in systems biology: strategies, perspectives and challenges
Villaverde, A. F., & Banga, J. R. (2014) · Journal of The Royal Society Interface · doi:10.1098/rsif.2013.0505 · Cited by 229
Metadata
- Authors
- Moon, Y.-I., Rajagopalan, B., & Lall, U.
- Venue
- Physical Review E
- Publisher
- American Physical Society (APS)
- Published
- 1995-09-01
- Volume
- 52
- Issue
- 3
- Pages
- 2318-2321
- ISSN
- 1063-651X (ISSN-L)
- 1095-3787
- OpenAlex
- W2080722576
- Cited by
- 483
- References
- 0
- FWCI
- 0.59
- Type
- journal article
- Language
- en
- Open access
- closed
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- Moon, Y.-I., Rajagopalan, B., & Lall, U. (1995). Estimation of mutual information using kernel density estimators. Physical Review E. https://doi.org/10.1103/physreve.52.2318
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