Information theoretical estimators toolbox. (English) Zbl 1317.68190

Szabó, Zoltán

J. Mach. Learn. Res. 15, 283-287 (2014).

Summary: 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.

MSC:

68T05	Learning and adaptive systems in artificial intelligence
62-04	Software, source code, etc. for problems pertaining to statistics
62B10	Statistical aspects of information-theoretic topics
94A17	Measures of information, entropy

Keywords:

entropy; mutual information; association measure; divergence; distribution kernel estimation; independent subspace analysis; modularity; Matlab/Octave; multi-platform; GNU GPLv3

Software:

ITE; Matlab; Octave