mhlr / information-dynamics-toolkit

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Kraskov calculators to ensure they use actual k in joint space than assumed k #8

Open GoogleCodeExporter opened 9 years ago

GoogleCodeExporter commented 9 years ago
At the moment, our Kraskov calculators assume that they have k values within 
epsilon in the full joint space. Where the distribution is composed of delta 
functions (i.e. somewhat discretised) this won't be the case - there could be 
many more than k. As such, it may be more correct to use the actual k for each 
observation in contributing digamma(k) - 1/k, then averaging, rather than 
assume the parameter k.
This may add significantly to the runtime however so we could either:
- just issue a warning were this to occur, or
- track the actual k values in an array, then compute digamma(k) - 1/k once for 
each distinct value and add these in to the result.

Original issue reported on code.google.com by joseph.lizier on 7 Sep 2012 at 5:47

GoogleCodeExporter commented 9 years ago
Hat tip to Michael Wibral for finding this one

Original comment by joseph.lizier on 7 Sep 2012 at 7:31

GoogleCodeExporter commented 9 years ago
Kraskov type 1 may find 0 in the joint space here in fact (because it uses < 
instead of <=) - it should throw an exception in this case

Original comment by joseph.lizier on 12 Sep 2012 at 12:16