| Literature DB >> 16106588 |
Abstract
We develop the general, multivariate case of the Edgeworth approximation of differential entropy and show that it can be more accurate than the nearest-neighbor method in the multivariate case and that it scales better with sample size. Furthermore, we introduce mutual information estimation as an application.Mesh:
Year: 2005 PMID: 16106588 DOI: 10.1162/0899766054323026
Source DB: PubMed Journal: Neural Comput ISSN: 0899-7667 Impact factor: 2.026