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Mar, 2010
基于广义最近邻图的Rényi熵和互信息估计
Estimation of Rényi Entropy and Mutual Information Based on Generalized Nearest-Neighbor Graphs
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Dávid Pál, Barnabás Póczos, Csaba Szepesvári
TL;DR
本文提出了一种基于非参数估计和广义最近邻图的计算Renyi熵和互信息的算法，证明了这种算法的几乎必然一致性和上限的收敛速度，并在实验中展示了其在独立子空间分析中的实用性。
Abstract
In this paper we consider simple and computationally efficient
nonparametric estimators
of R\'enyi entropy and
mutual information
based on an i.i.d. sample drawn from an unknown, absolutely continuous distributio
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