An Estimate of Mutual Information that Permits Closed-Form Optimisation

We introduce a new estimate of mutual information between a dataset and a target variable that can be maximised analytically and has broad applicability in the field of machine learning and statistical pattern recognition. This estimate has previously been employed implicitly as an approximation to...

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Bibliographic Details
Main Authors: Duncan F. Gillies, Raymond Liu
Format: Article
Language:English
Published: MDPI AG 2013-05-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/15/5/1690