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Automate embedding parameter and source-dest delay selection #38

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GoogleCodeExporter opened this issue Jul 23, 2015 · 2 comments
Open

Automate embedding parameter and source-dest delay selection #38

GoogleCodeExporter opened this issue Jul 23, 2015 · 2 comments
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auto-migrated enhancement Priority-Medium Type-Enhancement

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Follow Wibral et al. approach to automating selection of embedding parameters 
and source-dest delay selection in TE calculators and AIS

Original issue reported on code.google.com by joseph.lizier on 27 Nov 2014 at 11:41
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Revision r640 adds the capability for auto-embedding via Ragwitz criteria for 
Active Information Storage for Kraskov

Original comment by joseph.lizier on 4 Jun 2015 at 3:51

  • Changed state: Started

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Revisions r641, r642, r643 and r644 add the auto-embedding via Ragwitz criteria 
for transfer entropy also, and verify this and that for AIS.

Still need to automate source-delay selection in TE

Original comment by joseph.lizier on 5 Jun 2015 at 3:04

jlizier added a commit that referenced this issue Jun 19, 2018
@jlizier
Moving auto-embedding for AIS (Ragwitz and maximum bias-corrected AIS…
e8603b0 
… methods) from out of Gaussian and KSG calculators and into the common AIS calculator via MI class. The common implementation then allows us to introduce auto-embedding for the AIS kernel estimator as well (included requiring adding a property for the number of surrogates to use to compute the bias for this one).

These changes now incorporate auto-embedding for all AIS continuous calculators, partially addressing issue #38
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