Dimension Reduction by Mutual Information Discriminant Analysis

In the past few decades, researchers have proposed many discriminant analysis (DA) algorithms for the study of high-dimensional data in a variety of problems. Most DA algorithms for feature extraction are based on transformations that simultaneously maximize the between-class scatter and minimize the withinclass scatter matrices. This paper presents a novel DA algorithm for feature extraction using mutual information (MI). However, it is not always easy to obtain an accurate estimation for high-dimensional MI. In this paper, we propose an efficient method for feature extraction that is based on one-dimensional MI estimations. We will refer to this algorithm as mutual information discriminant analysis (MIDA). The performance of this proposed method was evaluated using UCI databases. The results indicate that MIDA provides robust performance over different data sets with different characteristics and that MIDA always performs better than, or at least comparable to, the best performing algorithms.Comment: 13pages, 3 tables, International Journal of Artificial Intelligence & Application

Least Dependent Component Analysis Based on Mutual Information

We propose to use precise estimators of mutual information (MI) to find least dependent components in a linearly mixed signal. On the one hand this seems to lead to better blind source separation than with any other presently available algorithm. On the other hand it has the advantage, compared to other implementations of `independent' component analysis (ICA) some of which are based on crude approximations for MI, that the numerical values of the MI can be used for: (i) estimating residual dependencies between the output components; (ii) estimating the reliability of the output, by comparing the pairwise MIs with those of re-mixed components; (iii) clustering the output according to the residual interdependencies. For the MI estimator we use a recently proposed k-nearest neighbor based algorithm. For time sequences we combine this with delay embedding, in order to take into account non-trivial time correlations. After several tests with artificial data, we apply the resulting MILCA (Mutual Information based Least dependent Component Analysis) algorithm to a real-world dataset, the ECG of a pregnant woman. The software implementation of the MILCA algorithm is freely available at http://www.fz-juelich.de/nic/cs/softwareComment: 18 pages, 20 figures, Phys. Rev. E (in press

BMICA-independent component analysis based on B-spline mutual information estimator

The information theoretic concept of mutual information provides a general framework to evaluate dependencies between variables. Its estimation however using B-Spline has not been used before in creating an approach for Independent Component Analysis. In this paper we present a B-Spline estimator for mutual information to find the independent components in mixed signals. Tested using electroencephalography (EEG) signals the resulting BMICA (B-Spline Mutual Information Independent Component Analysis) exhibits better performance than the standard Independent Component Analysis algorithms of FastICA, JADE, SOBI and EFICA in similar simulations. BMICA was found to be also more reliable than the 'renown' FastICA

Mutual information between geomagnetic indices and the solar wind as seen by WIND : implications for propagation time estimates

The determination of delay times of solar wind conditions at the sunward libration point to effects on Earth is investigated using mutual information. This measures the amount of information shared between two timeseries. We consider the mutual information content of solar wind observations, from WIND, and the geomagnetic indices. The success of five commonly used schemes for estimating interplanetary propagation times is examined. Propagation assuming a fixed plane normal at 45 degrees to the GSE x-axis (i.e. the Parker Spiral estimate) is found to give optimal mutual information. The mutual information depends on the point in space chosen as the target for the propagation estimate, and we find that it is maximized by choosing a point in the nightside rather than dayside magnetosphere. In addition, we employ recurrence plot analysis to visualize contributions to the mutual information, this suggests that it appears on timescales of hours rather than minutes

Bit-Interleaved Coded Modulation Revisited: A Mismatched Decoding Perspective

We revisit the information-theoretic analysis of bit-interleaved coded modulation (BICM) by modeling the BICM decoder as a mismatched decoder. The mismatched decoding model is well-defined for finite, yet arbitrary, block lengths, and naturally captures the channel memory among the bits belonging to the same symbol. We give two independent proofs of the achievability of the BICM capacity calculated by Caire et al. where BICM was modeled as a set of independent parallel binary-input channels whose output is the bitwise log-likelihood ratio. Our first achievability proof uses typical sequences, and shows that due to the random coding construction, the interleaver is not required. The second proof is based on the random coding error exponents with mismatched decoding, where the largest achievable rate is the generalized mutual information. We show that the generalized mutual information of the mismatched decoder coincides with the infinite-interleaver BICM capacity. We also show that the error exponent -and hence the cutoff rate- of the BICM mismatched decoder is upper bounded by that of coded modulation and may thus be lower than in the infinite-interleaved model. We also consider the mutual information appearing in the analysis of iterative decoding of BICM with EXIT charts. We show that the corresponding symbol metric has knowledge of the transmitted symbol and the EXIT mutual information admits a representation as a pseudo-generalized mutual information, which is in general not achievable. A different symbol decoding metric, for which the extrinsic side information refers to the hypothesized symbol, induces a generalized mutual information lower than the coded modulation capacity.Comment: submitted to the IEEE Transactions on Information Theory. Conference version in 2008 IEEE International Symposium on Information Theory, Toronto, Canada, July 200

Mutual Information and Boson Radius in c=1 Critical Systems in One Dimension

We study the generic scaling properties of the mutual information between two disjoint intervals, in a class of one-dimensional quantum critical systems described by the c=1 bosonic field theory. A numerical analysis of a spin-chain model reveals that the mutual information is scale-invariant and depends directly on the boson radius. We interpret the results in terms of correlation functions of branch-point twist fields. The present study provides a new way to determine the boson radius, and furthermore demonstrates the power of the mutual information to extract more refined information of conformal field theory than the central charge.Comment: 4.1 pages, 5 figure

Directed Flow of Information in Chimera States

We investigated interactions within chimera states in a phase oscillator network with two coupled subpopulations. To quantify interactions within and between these subpopulations, we estimated the corresponding (delayed) mutual information that -- in general -- quantifies the capacity or the maximum rate at which information can be transferred to recover a sender's information at the receiver with a vanishingly low error probability. After verifying their equivalence with estimates based on the continuous phase data, we determined the mutual information using the time points at which the individual phases passed through their respective Poincar\'{e} sections. This stroboscopic view on the dynamics may resemble, e.g., neural spike times, that are common observables in the study of neuronal information transfer. This discretization also increased processing speed significantly, rendering it particularly suitable for a fine-grained analysis of the effects of experimental and model parameters. In our model, the delayed mutual information within each subpopulation peaked at zero delay, whereas between the subpopulations it was always maximal at non-zero delay, irrespective of parameter choices. We observed that the delayed mutual information of the desynchronized subpopulation preceded the synchronized subpopulation. Put differently, the oscillators of the desynchronized subpopulation were 'driving' the ones in the synchronized subpopulation. These findings were also observed when estimating mutual information of the full phase trajectories. We can thus conclude that the delayed mutual information of discrete time points allows for inferring a functional directed flow of information between subpopulations of coupled phase oscillators

Equitability, mutual information, and the maximal information coefficient

Reshef et al. recently proposed a new statistical measure, the "maximal information coefficient" (MIC), for quantifying arbitrary dependencies between pairs of stochastic quantities. MIC is based on mutual information, a fundamental quantity in information theory that is widely understood to serve this need. MIC, however, is not an estimate of mutual information. Indeed, it was claimed that MIC possesses a desirable mathematical property called "equitability" that mutual information lacks. This was not proven; instead it was argued solely through the analysis of simulated data. Here we show that this claim, in fact, is incorrect. First we offer mathematical proof that no (non-trivial) dependence measure satisfies the definition of equitability proposed by Reshef et al.. We then propose a self-consistent and more general definition of equitability that follows naturally from the Data Processing Inequality. Mutual information satisfies this new definition of equitability while MIC does not. Finally, we show that the simulation evidence offered by Reshef et al. was artifactual. We conclude that estimating mutual information is not only practical for many real-world applications, but also provides a natural solution to the problem of quantifying associations in large data sets