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Avtomatika i Telemekhanika, 2022, Issue 5, Pages 76–86
DOI: https://doi.org/10.31857/S0005231022050063 (Mi at15956) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Evaluation of statistical relationship of random variables via mutual information

V. V. Tsurko, A. I. Mikhalskii

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, 117997 Russia
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DOI: https://doi.org/10.31857/S0005231022050063
Abstract: We consider the use of nonparametric evaluation of mutual information to determine the relationship between random variables. It is shown that in the presence of a nonlinear relationship between random variables, the correlation coefficient can give an incorrect result. A method is proposed for constructing an evaluation of mutual information from empirical data in an abstract reproducing-kernel Hilbert space. Using the generalized representer theorem, a method for nonparametric evaluation of mutual information is proposed. The operability of the method is demonstrated using the examples of the analysis of artificial data. The application of the method in predicting the stability of pentapeptides is described.
Keywords: correlation coefficient, nonparametric evaluation of mutual information, reproducing-kernel Hilbert space, pentapeptide stability prediction.
Presented by the member of Editorial Board: A. A. Galyaev

Received: 12.07.2021
Revised: 03.08.2021
Accepted: 26.01.2022
English version:
Automation and Remote Control, 2022, Volume 83, Issue 5, Pages 734–742
DOI: https://doi.org/10.1134/S000511792205006X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. V. Tsurko, A. I. Mikhalskii, “Evaluation of statistical relationship of random variables via mutual information”, Avtomat. i Telemekh., 2022, no. 5, 76–86; Autom. Remote Control, 83:5 (2022), 734–742
Citation in format AMSBIB
\Bibitem{TsyMik22}
\by V.~V.~Tsurko, A.~I.~Mikhalskii
\paper Evaluation of statistical relationship of random variables via mutual information
\jour Avtomat. i Telemekh.
\yr 2022
\issue 5
\pages 76--86
\mathnet{http://mi.mathnet.ru/at15956}
\crossref{https://doi.org/10.31857/S0005231022050063}
\edn{https://elibrary.ru/ABOPYY}
\transl
\jour Autom. Remote Control
\yr 2022
\vol 83
\issue 5
\pages 734--742
\crossref{https://doi.org/10.1134/S000511792205006X}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    References:18
    First page:11
     
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