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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
The text was updated successfully, but these errors were encountered:
With the inclusion of adding noise to the values by default, we can safely assume that we won't be getting these <= cases anymore for the main KSG estimators. This may still effect the Conditional MI mixed discrete-continuous KSG calculator, which is the only one which does not add noise to the (continuous) data yet. That needs to be fixed regardless, I've opened issue #63 to work on that specifically, rather than continuing under the more general title here.
Original issue reported on code.google.com by
joseph.lizier
on 7 Sep 2012 at 5:47The text was updated successfully, but these errors were encountered: