Re: [UAI] Measures of dependence between random variables

From: Milan Studeny (studeny@utia.cas.cz)
Date: Thu May 25 2000 - 09:34:56 PDT

  • Next message: Brent Boerlage: "Re: [UAI] Measures of dependence between random variables"

    Hi Prakash,
     let me add 'my portion' about conditional mutual information
    already mentioned by Judea Pearl, namely paper with Jirina Vejnarova
    where several simple mathematical results supporting the arguments in
    favour of this measure are gathered and certain information-theoretical
    level-specific measures of dependence are introduced:

       http://www.utia.cas.cz/user_data/studeny/b3.html

    Similar but probably different level-specific measures were lately
    introduced by Shun-ichi Amari <amari@brain.riken.go.jp>.

    For other (older) my works (no ps version is available) in this
    direction see my home page under item 'Measures of dependence':

      http://www.utia.cas.cz/user_data/studeny/studeny_home.html

    Regards from
                      
                          Milan

    On Wed, 24 May 2000, Prakash P. Shenoy wrote:

    > Dear UAI colleagues,
    >
    > Could someone please point me to references on different measures of
    > dependence between random variables? I am familiar with
    > covariance/correlation coefficient that measures linear dependence between
    > variables. What else is out there that is being used by the Bayes net
    > learning community? Thanks in advance for the pointers.
    >
    > Prakash Shenoy
    > <pshenoy@ukans.edu>
    >



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