On the Feature Selection Criterion Based on an Approximation of Multidimensional Mutual Information

We derive the feature selection criterion presented in [CHECK END OF SENTENCE] and [CHECK END OF SENTENCE] from the multidimensional mutual information between features and the class. Our derivation: 1) specifies and validates the lower-order dependency assumptions of the criterion and 2) mathematically justifies the utility of the criterion by relating it to Bayes classification error.