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Results tagged with mutual-information
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user 54405
mutual information is a concept from information theory. It is a measure of joint dependence between two random variables, which is not, like the usual correlation coefficient, limited to scalar variables.
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Transfer entropy on real, continuous data
I'm pretty sure I answered this query on the mailing list of my JIDT toolkit for transfer entropy, but I'll add something here so there's an answer on this page.
KSG is best of breed these days. You …
