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Distribution of Mutual Information from Complete and Incomplete Data

Hutter, Marcus; Zaffalon, Marco


Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider sample-to-population inferential approaches. This paper deals with the posterior distribution of mutual information, as obtained in a Bayesian framework by a second-order Dirichlet prior distribution. The exact analytical expression for the mean, and analytical...[Show more]

CollectionsANU Research Publications
Date published: 2005
Type: Journal article
Source: Computational Statistics and Data Analysis
DOI: 10.1016/j.csda.2004.03.010


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