2022
$k$-Sliced Mutual Information: A Quantitative Study of Scalability with Dimension
NeurIPS 2022accept
Sliced mutual information (SMI) is defined as an average of mutual information (MI) terms between one-dimensional random projections of the random variables. It serves as a surrogate measure of dependence to classic MI that preserves many of its properties but is more scalable to high dimensions. Ho…