An Algorithm for Finding Best Matches in Logarithmic Expected Time
ACM Transactions on Mathematical Software (TOMS)
Multidimensional binary search trees used for associative searching
Communications of the ACM
Input Feature Selection by Mutual Information Based on Parzen Window
IEEE Transactions on Pattern Analysis and Machine Intelligence
Estimation of entropy and mutual information
Neural Computation
Edgeworth Approximation of Multivariate Differential Entropy
Neural Computation
An Algorithm for Finding Nearest Neighbors
IEEE Transactions on Computers
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We focus on the recently introduced nearest neighbor based entropy estimator from Kraskov, Stögbauer and Grassberger (KSG) [10], the nearest neighbor search of which is performed by the so called box assisted algorithm [7]. We compare the performance of KSG with respect to three spatial indexing methods: box-assisted, k-D trie and projection method, on a problem of mutual information estimation of a variety of pdfs and dimensionalities. We conclude that the k-D trie method is significantly faster then box-assisted search in fixed-mass and fixed-radius neighborhood searches in higher dimensions. The projection method is much slower than both alternatives and not recommended for practical use.