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Abstract

Computer-implemented methods and systems are provided for calculating statistical information. A computing system may be configured to call a linear algebra subroutine adapted to efficiently perform matrix multiplication, providing as arguments a first matrix and a second matrix, consistent with disclosed embodiments. The first matrix may include first elements corresponding to binned values of first measurements associated with a first observation. The second matrix may include second elements corresponding to binned values of second measurements associated with a set of second observations. The computing system may be configured to receive a joint value matrix estimating the joint probabilities for the binned measurements from the linear algebra subroutine. The computing system may determine a structure of the set of second observations based on the joint value matrix. In certain aspects, the computing system may determine the mutual information between the first observation and the set of second observations.

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First Claim