TCMI: a non-parametric mutual-dependence estimator for multivariate continuous distributions.
Benjamin ReglerMatthias SchefflerLuca M. GhiringhelliPublished in: Data Min. Knowl. Discov. (2022)
Keyphrases
- statistical dependence
- dependence structure
- mutual information
- finite mixtures
- least squares
- multivariate normal
- marginal distributions
- probability distribution function
- information theoretic
- multivariate gaussian
- regression model
- data sets
- random variables
- continuous domains
- maximum likelihood
- joint distribution
- gaussian densities
- kullback leibler divergence
- power law
- confidence intervals
- gaussian process
- probability distribution
- feature space