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Estimation of the information by an adaptive partitioning of the observation space

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2 Author(s)
G. A. Darbellay ; Inst. of Inf. Theory & Autom., Czechoslovak Acad. of Sci., Prague, Czech Republic ; I. Vajda

We demonstrate that it is possible to approximate the mutual information arbitrarily closely in probability by calculating the relative frequencies on appropriate partitions and achieving conditional independence on the rectangles of which the partitions are made. Empirical results, including a comparison with maximum-likelihood estimators, are presented

Published in:

IEEE Transactions on Information Theory  (Volume:45 ,  Issue: 4 )