Estimator of the hypercontractivity coefficient from samples
This is a python package for estimating hypercontractivity coefficient from samples. The algorithm is proposed in Section 3 in http://arxiv.org/abs/1709.03999/
Sample Usage:
import HC_estimator
s = HC_estimator.HC(x,y)
Input:
x -- 2D array of size n by d_x(1D array of size n if d_x = 1), where n is sample size and d_x is dimension of x
y -- 2D array of size n by d_y(1D array of size n if d_y = 1), where n is sample size and d_y is dimension of y
Output:
A scalar s which is an estimate of s(X;Y)
Parameters: See comments in the code for more details
See demo.py for a simple example.
See WHO_experiments.R for the R code for the WHO data experiment in Section 4.2.
WHO dataset and MIC estimator:
WHO.csv, MINE.jar, MINE.r downloaded from http://www.exploredata.net/
Contact wgao9@illinois.edu