Stochastic Complexity-Based Conditional Independence Test for Discrete Data
Conditional Shannon Entropy
Conditional Stochastic Complexity for Multinomials
Stochastic Complexity-based Conditional Independence Criterium (p-valu...
Multinomial Regret Term
Stochastic Complexity-based Conditional Independence Criterium
Shannon Entropy
Stochastic Complexity for Multinomials
An efficient implementation of SCCI using 'Rcpp'. SCCI is short for the Stochastic Complexity-based Conditional Independence criterium (Marx and Vreeken, 2019). SCCI is an asymptotically unbiased and L2 consistent estimator of (conditional) mutual information for discrete data.