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Fast mutual information of two images or signals

version 1.6 (2.26 KB) by Jose Delpiano
Optimized function for mutual information of two images or signals

15.1K Downloads

Updated 23 Feb 2015

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Usage: I=mi(A,B), where A and B are equally sized images/signals.
Function hist2 (included) is used to determine the joint histogram of the images/signals.

Assumptions: 1) 0*log(0)=0, 2) mutual information is obtained on the intersection between the supports of partial histograms.

Example (in mi_test.m):

disp('Test: Mutual information between two images')
load mri
A=D(:,:,8);
B=D(:,:,9);
mi(A,B)

disp('Test: Mutual information between two signals')
load garchdata
nasdaq = price2ret(NASDAQ);
nyse = price2ret(NYSE);
mi(nasdaq,nyse)

Cite As

Jose Delpiano (2021). Fast mutual information of two images or signals (https://www.mathworks.com/matlabcentral/fileexchange/13289-fast-mutual-information-of-two-images-or-signals), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: image_MI.m

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