Related papers: Analysis of k-Nearest Neighbor Distances with Appl…
We analyze the Kozachenko--Leonenko (KL) nearest neighbor estimator for the differential entropy. We obtain the first uniform upper bound on its performance over H\"older balls on a torus without assuming any conditions on how close the…
Estimating mutual information from i.i.d. samples drawn from an unknown joint density function is a basic statistical problem of broad interest with multitudinous applications. The most popular estimator is one proposed by Kraskov and…
KSG mutual information estimator, which is based on the distances of each sample to its k-th nearest neighbor, is widely used to estimate mutual information between two continuous random variables. Existing work has analyzed the convergence…
A non-parametric k-nearest neighbour based entropy estimator is proposed. It improves on the classical Kozachenko-Leonenko estimator by considering non-uniform probability densities in the region of k-nearest neighbours around each sample…
The conditional mutual information quantifies the conditional dependence of two random variables. It has numerous applications; it forms, for example, part of the definition of transfer entropy, a common measure of the causal relationship…
We examine the estimation of the Kullback-Leibler (KL) divergence and the use of the goodness-of-fit test for multivariate continuous distributions. Our starting point is the maximum entropy principle for Shannon entropy: among all…
Nonparametric estimation of mutual information is used in a wide range of scientific problems to quantify dependence between variables. The k-nearest neighbor (knn) methods are consistent, and therefore expected to work well for large…
We provide finite-sample analysis of a general framework for using k-nearest neighbor statistics to estimate functionals of a nonparametric continuous probability density, including entropies and divergences. Rather than plugging a…
The $k$-nearest neighbour ($k$-NN) classifier is one of the oldest and most important supervised learning algorithms for classifying datasets. Traditionally the Euclidean norm is used as the distance for the $k$-NN classifier. In this…
Many statistical procedures, including goodness-of-fit tests and methods for independent component analysis, rely critically on the estimation of the entropy of a distribution. In this paper, we seek entropy estimators that are efficient…
Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…
Estimating Kullback-Leibler divergence from identical and independently distributed samples is an important problem in various domains. One simple and effective estimator is based on the k nearest neighbor distances between these samples.…
$K$-NN classifier is one of the most famous classification algorithms, whose performance is crucially dependent on the distance metric. When we consider the distance metric as a parameter of $K$-NN, learning an appropriate distance metric…
k Nearest Neighbor (kNN) method is a simple and popular statistical method for classification and regression. For both classification and regression problems, existing works have shown that, if the distribution of the feature vector has…
The k Nearest Neighbors (kNN) method has received much attention in the past decades, where some theoretical bounds on its performance were identified and where practical optimizations were proposed for making it work fairly well in high…
The K-nearest neighbor (KNN) classifier is one of the simplest and most common classifiers, yet its performance competes with the most complex classifiers in the literature. The core of this classifier depends mainly on measuring the…
Learning a robust classifier from a few samples remains a key challenge in machine learning. A major thrust of research has been focused on developing $k$-nearest neighbor ($k$-NN) based algorithms combined with metric learning that…
We introduce a variant of the $k$-nearest neighbor classifier in which $k$ is chosen adaptively for each query, rather than supplied as a parameter. The choice of $k$ depends on properties of each neighborhood, and therefore may…
The k-nearest neighbors (k-NN) is a basic machine learning (ML) algorithm, and several quantum versions of it, employing different distance metrics, have been presented in the last few years. Although the Euclidean distance is one of the…
The traditional k nearest neighbor (kNN) approach uses a distance formula within a spherical region to determine the k closest training observations to a test sample point. However, this approach may not work well when test point is located…