Homogeneity criterion for agreement between population TDMI estimators
Homogeneity criterion for agreement between population TDMI estimators
Let and denote the two population time-delayed mutual information estimators, and define their difference by
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 can be accurately estimated, if and only if the population used to estimate and is statistically homogeneous temporally. The reverse direction asserts that if the population represents a single, stationary, homogeneous distribution, then ; in this case all 's are zero, so and represent a homogeneous source and are equivalent up to bias. The forward direction, that nonzero implies a heterogeneous population, is described as more complicated to prove and is only briefly discussed in the paper.
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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).
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