Mutual information in the frequency domain

DOI10.1016/j.jspi.2006.06.026zbMath1104.62101OpenAlexW2004214799MaRDI QIDQ866650

David R. Brillinger, Apratim Guha

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.026

zbMATH Keywords

correlationfrequency domaincoherencetime seriesmutual information

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes and spectral analysis (62M15) Seismology (including tsunami modeling), earthquakes (86A15) Measures of information, entropy (94A17)

Related Items (6)

Identifying anomalous signals in GPS data using HMMs: an increased likelihood of earthquakes? ⋮ A mutual information-basedk-sample test for discrete distributions ⋮ Assessing the dependence structure of the components of hybrid time series processes using mutual information ⋮ Mutual information and redundancy for categorical data ⋮ Block coherence: a method for measuring the interdependence between two blocks of neurobiological time series ⋮ Unnamed Item

Cites Work

• A Mathematical Theory of Communication
• Some data analyses using mutual information
• Estimation of entropy and other functionals of a multivariate density
• A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations
• Convergence properties of functional estimates for discrete distributions
• Calculation of the amount of information about a random function contained in another such function
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
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