Zeng, X. and Durrani, T. S. (2011) Estimation of mutual information using copula density function. Electronics Letters, 47 (8). pp. 493-494. ISSN 0013-5194
Full text not available in this repository. (Request a copy from the Strathclyde author)Abstract
The dependence between random variables may be measured by mutual information. However, the estimation of mutual information is difficult since the estimation of the joint probability density function (PDF) of non-Gaussian distributed data is a hard problem. Copulas offer a natural approach for estimating mutual information, since the joint probability density function of random variables can be expressed as the product of the associated copula density function and marginal PDFs. The experiment demonstrates that the proposed copulas-based mutual information is much more accurate than conventional methods such as the joint histogram and Parzen window based mutual information that are widely used in image processing.
| Item type: | Article |
|---|---|
| ID code: | 40544 |
| Keywords: | estimation, mutual information, copula, density function, gaussian processes, signal processing , information theory , Electrical engineering. Electronics Nuclear engineering |
| Subjects: | Technology > Electrical engineering. Electronics Nuclear engineering |
| Department: | Faculty of Engineering > Electronic and Electrical Engineering |
| Related URLs: | |
| Depositing user: | Pure Administrator |
| Date Deposited: | 25 Jul 2012 13:49 |
| Last modified: | 25 Jul 2012 13:49 |
| URI: | http://strathprints.strath.ac.uk/id/eprint/40544 |
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