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Information Theoretical Estimators Toolbox

Szabo, Z; (2014) Information Theoretical Estimators Toolbox. Journal of Machine Learning Research , 15 283 - 287. Green open access

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Abstract

We present ITE (information theoretical estimators) a free and open source, multi-platform, Matlab/Octave toolbox that is capable of estimating many different variants of entropy, mutual information, divergence, association measures, cross quantities, and kernels on distributions. Thanks to its highly modular design, ITE supports additionally (i) the combinations of the estimation techniques, (ii) the easy construction and embedding of novel information theoretical estimators, and (iii) their immediate application in information theoretical optimization problems. ITE also includes a prototype application in a central problem class of signal processing, independent subspace analysis and its extensions.

Type: Article
Title: Information Theoretical Estimators Toolbox
Open access status: An open access version is available from UCL Discovery
Publisher version: http://jmlr.org/papers/v15/szabo14a.html
Language: English
Additional information: © 2014 Szabo. Reproduced here by permission of JMLR.
Keywords: entropy estimation, mutual information estimation, association estimation, divergence estimation, distribution kernel estimation, independent subspace analysis and its extensions, modularity, Matlab/Octave, multi-platform, GNU GPLv3 (>=)
UCL classification: UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences > Gatsby Computational Neurosci Unit
URI: https://discovery.ucl.ac.uk/id/eprint/1433095
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