Guillaume Marrelec

15 papers 15 citations h-index 1 2002–2024

Automated extraction of mutual independence patterns using Bayesian comparison of partition models

Mutual independence is a key concept in statistics that characterizes the structural relationships between variables. Existing methods to investigate mutual independence rely on the definition of...

A Bayesian alternative to mutual information for the hierarchical clustering of dependent random variables

The use of mutual information as a similarity measure in agglomerative hierarchical clustering (AHC) raises an important issue: some correction needs to be applied for the dimensionality of...

An inferential measure of dependence between two systems using Bayesian model comparison

We propose to quantify dependence between two systems $X$ and $Y$ in a dataset $D$ based on the Bayesian comparison of two models: one, $H_0$, of statistical independence and another one, $H_1$,...

2024-12

Cumulants of multiinformation density in the case of a multivariate normal distribution

We consider a generalization of information density to a partitioning into $N \geq 2$ subvectors. We calculate its cumulant-generating function and its cumulants, showing that these quantities are...