2004
DOI: 10.21236/ada445843
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Statistical Validation of Mutual Information Calculations: Comparisons of Alternative Numerical Algorithms

Abstract: The public reporting burden for this collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, searching existing data sources, gathering and maintaining the data needed, and completing and reviewing the collection of information. Send comments regarding this burden estimate or any other aspect of this collection of information, including suggestions for reducing the burden SPONSORINGIMONITORING AGENCY NAME(S) AND ADDRESS(ES) 10. SPONSOR/MONITOR'S AC… Show more

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Cited by 4 publications
(4 citation statements)
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“…ANOVA‐like interpretations have also been suggested for MI‐based dependence [ Brillinger , 2004]. Cellucci et al [2005] compared MI‐based dependence with traditional measures of dependence, such as Pearson linear correlation coefficient, Spearman rank order correlation, and Kendall's tau.…”
Section: Methodsmentioning
confidence: 99%
“…ANOVA‐like interpretations have also been suggested for MI‐based dependence [ Brillinger , 2004]. Cellucci et al [2005] compared MI‐based dependence with traditional measures of dependence, such as Pearson linear correlation coefficient, Spearman rank order correlation, and Kendall's tau.…”
Section: Methodsmentioning
confidence: 99%
“…The time shifted self-information is a nonlinear measure of temporal decorrelation. Explanatory examples are given in Cellucci, et al [ 79 ]. If a message has strong temporal predictability then I(A I ,A I + K ) remains high as K is increased.…”
Section: Resultsmentioning
confidence: 99%
“…Thus, we can compute the above probabilities ( and ) and hence ( ), by the Fraser and Swinney (1986) algorithm that is fully described by [42]. This algorithm can be directly applied to a given time series.…”
Section: Reconstruction Of Phase Space During Reconstructionmentioning
confidence: 99%