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Multivariate Gaussianization for Data Processing

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Intro Iterative <strong>Gaussianization</strong> Experiments ConclusionsExperiment 5: Multi-in<strong>for</strong>mation estimationMutual in<strong>for</strong>mation estimation in nonlinear manifoldsɛ r = 100 × (I − Î )/I [%] (10 realizations)Dim3 6.97 7.87 6.304 1.50 0.31 0.485 3.53 2.97 3.288 3.13 3.69 3.7210 1.48 1.45 1.32Problems and limitationsEntropy estimators are not perfectly definedMore iterations, more error: overfitting?More error with complex manifolds

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