Lucas Fidon edited subsection_MI_based_metric_for__.tex  almost 8 years ago

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\item $d_{MI}(X,Y) \in [0,1]$.  \item $d_{MI}(X,Y) = 0$ iff $X$ and $Y$ have the same probability law.  \item in particular $d_{MI}(X,X) = 0$ for any trajectory.  \item $d_{MI}(X,Y) = 1$ iff $X$ and $Y$ are independent.  \end{enumerate}  \subsection{Empirical MI-based metric for trajectories}