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@ARTICLE{Foster:19793,
author = {Foster, D.V. and Grassberger, P.},
title = {{L}ower bounds on mutual information},
journal = {Physical review / E},
volume = {83},
number = {1},
issn = {1539-3755},
address = {College Park, Md.},
publisher = {APS},
reportid = {PreJuSER-19793},
pages = {010101},
year = {2011},
note = {Record converted from VDB: 12.11.2012},
abstract = {We correct claims about lower bounds on mutual information
(MI) between real-valued random variables made by Kraskov et
al., Phys. Rev. E 69, 066138 (2004). We show that
non-trivial lower bounds on MI in terms of linear
correlations depend on the marginal (single variable)
distributions. This is so in spite of the invariance of MI
under reparametrizations, because linear correlations are
not invariant under them. The simplest bounds are obtained
for Gaussians, but the most interesting ones for practical
purposes are obtained for uniform marginal distributions.
The latter can be enforced in general by using the ranks of
the individual variables instead of their actual values, in
which case one obtains bounds on MI in terms of Spearman
correlation coefficients. We show with gene expression data
that these bounds are in general nontrivial, and the degree
of their (non) saturation yields valuable insight.},
keywords = {J (WoSType)},
cin = {JSC},
ddc = {530},
cid = {I:(DE-Juel1)JSC-20090406},
pnm = {Scientific Computing (FUEK411) / 411 - Computational
Science and Mathematical Methods (POF2-411)},
pid = {G:(DE-Juel1)FUEK411 / G:(DE-HGF)POF2-411},
shelfmark = {Physics, Fluids $\&$ Plasmas / Physics, Mathematical},
typ = {PUB:(DE-HGF)16},
UT = {WOS:000286758900001},
doi = {10.1103/PhysRevE.83.010101},
url = {https://juser.fz-juelich.de/record/19793},
}