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To gain insight into the mechanisms behind machine learning methods, it is crucial to establish connections among the features describing data points.
Relations between two sets of variates
Harold Hotelling · 1936
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Information theoretical analysis of multivariate correlation
Satosi Watanabe · 1960
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Estimating the intrinsic dimension of datasets by a minimal neighborhood information
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Ian: Iterated adaptive neighborhoods for manifold learning and dimensionality estimation
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Local intrinsic dimensional entropy
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