Statistical Estimation of Conditional Interaction Information by Delta Method
摘要
The conditional interaction information of m discrete random variables (factors), given a discrete variable, is statistically estimated via the classical delta method for any positive integer m. The limiting distribution of the constructed estimates is found when the factors are conditionally independent for a given extra one. Previously, the case of m=2 was considered in the literature. The criterion of conditional independence of a set of random variables for a given random variable is established.