mutual-information-dimension

Mutual Information Dimension (MID) for measuring statistical dependence between two random variables. WebAssembly port of the native MID package

Summary

An estimation algorithm for MID (Mutual Information Dimension), which measures statistical dependence between two random variables. This algorithm has the following advantages:

• Nonlinear dependences (and also linear dependences) can be measured,
• Scalable; the average-case time complexity is O(nlogn), where n is the number of data points, and
• Parameter-free

Please see the following article for detailed information and refer it in your published research:

• Sugiyama, M., Borgwardt, K. M.: Measuring Statistical Dependence via the Mutual Information Dimension, Proceedings of the 23rd International Joint Conference on Artificial Intelligence (IJCAI 2013), to appear.

Installation

npm install mutual-information-dimension -S

Usage

const mid = require('mutual-information-dimension')

To calculate MID between two variables x, y, type:

const m = mid(x, y)

Information

• Author of the native MID package: Mahito Sugiyama

• Affiliation: Machine Learning & Computational Biology Research Group, MPIs Tübingen, Germany

• Mail: [email protected]

• Author of the WebAssembly port: Anton Zemlyansky

• Mail: [email protected]