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Nonparametric Estimation of Conditional Information and Divergences

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journal contribution
posted on 01.04.2012 by Barnabas Poczos, Jeff Schneider

In this paper we propose new nonparametric estimators for a family of conditional mutual information and divergences. Our estimators are easy to compute; they only use simple k nearest neighbor based statistics. We prove that the proposed conditional information and divergence estimators are consistent under certain conditions, and demonstrate their consistency and applicability by numerical experiments on simulated and on real data as well.

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Copyright 2012 by the authors

Date

01/04/2012

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