001     19793
005     20230217124334.0
024 7 _ |a 10.1103/PhysRevE.83.010101
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037 _ _ |a PreJuSER-19793
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|a Physics, Fluids & Plasmas
084 _ _ |2 WoS
|a Physics, Mathematical
100 1 _ |a Foster, D.V.
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245 _ _ |a Lower bounds on mutual information
260 _ _ |a College Park, Md.
|b APS
|c 2011
264 _ 1 |3 online
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|b American Physical Society (APS)
|c 2011-01-20
264 _ 1 |3 print
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|b American Physical Society (APS)
|c 2011-01-01
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440 _ 0 |a Physical Review E
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520 _ _ |a 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.
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773 _ _ |a 10.1103/PhysRevE.83.010101
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999 C 5 |1 T. M. Cover
|y 2006
|2 Crossref
|t Elements of Information Theory
|o T. M. Cover Elements of Information Theory 2006
999 C 5 |a 10.1007/978-0-387-49820-1
|1 M. Li
|2 Crossref
|9 -- missing cx lookup --
|y 2008
999 C 5 |a 10.1103/PhysRevE.69.066138
|9 -- missing cx lookup --
|2 Crossref
999 C 5 |a 10.1103/PhysRevE.83.019903
|9 -- missing cx lookup --
|2 Crossref
999 C 5 |1 W. H. Press
|y 2007
|2 Crossref
|t Numerical Recipes: The Art of Scientific Computing
|o W. H. Press Numerical Recipes: The Art of Scientific Computing 2007
999 C 5 |a 10.1038/ng1532
|9 -- missing cx lookup --
|2 Crossref


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Marc 21