70531

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Evaluation of Statistical Relationship of Random Variables via Mutual Information

ISBN/ISSN: 

0005-1179

DOI: 

10.1134/S000511792205006X

Наименование источника: 

  • Automation and Remote Control

Обозначение и номер тома: 

V.83, iss.5

Город: 

  • Berlin, Germany

Издательство: 

  • Pleiades Publishing, Ltd.

Год издания: 

2022

Страницы: 

734 - 742
Аннотация
We consider the use of nonparametric evaluation of mutual information to determine the relationship between random variables. It is shown that in the presence of a nonlinear relationship between random variables, the correlation coefficient can give an incorrect result. A method is proposed for constructing an evaluation of mutual information from empirical data in an abstract reproducing-kernel Hilbert space. Using the generalized representer theorem, a method for nonparametric evaluation of mutual information is proposed. The operability of the method is demonstrated using the examples of the analysis of artificial data. The application of the method in predicting the stability of pentapeptides is described.

Библиографическая ссылка: 

Цурко В.В., Михальский А.И. Evaluation of Statistical Relationship of Random Variables via Mutual Information // Automation and Remote Control. 2022. V.83, iss.5. С. 734 - 742.