An efficient algorithm for information decomposition and extraction
The Hirschfeld-Gebelein-Rényi maximal correlation is a well-known measure of statistical dependence between two (possibly categorical) random variables. In inference problems, the maximal correlation functions can be viewed as so called features of observed data that carry the largest amount of inf...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Institute of Electrical and Electronics Engineers (IEEE),
2018-01-10T19:45:16Z.
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Subjects: | |
Online Access: | Get fulltext |