ITE / code / H_I_D / base_estimators / ISWinf_estimation.m

function [I] = ISWinf_estimation(Y,ds,co)
%Estimates mutual information (I) using Schweizer-Wolff's kappa. 
%
%INPUT:
%   Y: Y(:,t) is the t^th sample.
%  ds: subspace dimensions.
%  co: initialized mutual information estimator object.
%REFERENCE:
%  Sergey Kirshner and Barnabas Poczos. ICA and ISA Using Schweizer-Wolff Measure of Dependence. International Conference on Machine Learning (ICML), 464-471, 2008.
%  B. Schweizer and E. F. Wolff. On Nonparametric Measures of Dependence for Random Variables. The Annals of Statistics 9:879-885, 1981.
%
%Copyright (C) 2012 Zoltan Szabo ("http://nipg.inf.elte.hu/szzoli", "szzoli (at) cs (dot) elte (dot) hu")
%
%This file is part of the ITE (Information Theoretical Estimators) Matlab/Octave toolbox.
%
%ITE is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by
%the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
%
%This software is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of
%MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License for more details.
%
%You should have received a copy of the GNU General Public License along with ITE. If not, see <http://www.gnu.org/licenses/>.

%co.mult:OK.

if one_dimensional_problem(ds) && length(ds)==2
    %initialization:
        bound = 1;
        num_of_samples = size(Y,2);
    if (num_of_samples <= co.max_num_of_samples_without_appr) %directly
        r = rank_transformation(Y);
        I = SW_kappa(r,bound);
    else %approximation on a sparse grid
        bin_size = ceil(num_of_samples/co.max_num_of_bins);
        num_of_samples = floor(num_of_samples/bin_size)*bin_size;    
        r = rank_transformation(Y(:,1:num_of_samples));
        I = SW_kappa(r,bound,bin_size);
    end    
else
    error('There must be 2 pieces of one-dimensional subspaces (coordinates) for this estimator.');
end
Tip: Filter by directory path e.g. /media app.js to search for public/media/app.js.
Tip: Use camelCasing e.g. ProjME to search for ProjectModifiedEvent.java.
Tip: Filter by extension type e.g. /repo .js to search for all .js files in the /repo directory.
Tip: Separate your search with spaces e.g. /ssh pom.xml to search for src/ssh/pom.xml.
Tip: Use ↑ and ↓ arrow keys to navigate and return to view the file.
Tip: You can also navigate files with Ctrl+j (next) and Ctrl+k (previous) and view the file with Ctrl+o.
Tip: You can also navigate files with Alt+j (next) and Alt+k (previous) and view the file with Alt+o.