Homogeneity criterion for agreement between population TDMI estimators

Let Iˉ(τ)\bar{I}(\tau) and I^(τ)\hat{I}(\tau) denote the two population time-delayed mutual information estimators, and define their difference by

δI(τ)=Iˉ(τ)I^(τ).\delta I(\tau)=\left|\bar{I}(\tau)-\hat{I}(\tau)\right|.

A population is statistically homogeneous temporally when the probability density functions representing its individuals are identical, as are the probability density functions under temporal evolution. Homogeneity criterion. In the circumstance where Iˉ(τ)\bar{I}(\tau) can be accurately estimated, δI(τ)0\delta I(\tau)\sim 0 if and only if the population used to estimate Iˉ(τ)\bar{I}(\tau) and I^(τ)\hat{I}(\tau) is statistically homogeneous temporally. The reverse direction asserts that if the population represents a single, stationary, homogeneous distribution, then δI(τ)0\delta I(\tau)\sim 0; in this case all ϵ\epsilon's are zero, so Iˉ(τ)\bar{I}(\tau) and I^(τ)\hat{I}(\tau) represent a homogeneous source and are equivalent up to bias. The forward direction, that nonzero δI(τ)\delta I(\tau) implies a heterogeneous population, is described as more complicated to prove and is only briefly discussed in the paper.

Sources & referencesView supporting material

Primary source

D. J. Albers and George Hripcsak, “Using time-delayed mutual information to discover and interpret temporal correlation structure in complex populations”, arXiv:1110.4102 (2011).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.