On estimation of entropy and mutual information of continuous distributions

R. Moddemeijer

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    Mutual information is used in a procedure to estimate time-delays between recordings of electroencephalogram (EEG) signals originating from epileptic animals and patients. We present a simple and reliable histogram-based method to estimate mutual information. The accuracies of this mutual information estimator and of a similar entropy estimator are discussed. The bias and variance calculations presented can also be applied to discrete valued systems. Finally, we present some simulation results, which are compared with earlier work.
    Original languageUndefined
    Pages (from-to)233-248
    JournalSignal processing
    Issue number3
    Publication statusPublished - 1989


    • estimator
    • variance
    • bias
    • IR-70412
    • Mutual information
    • Entropy
    • Delay estimation

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