DETECTION THRESHOLDING USING MUTUAL INFORMATION,

a novel non-parametric thresholding method that we term Mutual-Information

Thresholding. In our approach, we choose the two detection thresholds for two input signals such that the

mutual information between the thresholded signals is maximised. Two efficient algorithms implementing our

idea are presented: one using dynamic programming to fully explore the quantised search space and the other

method using the Simplex algorithm to perform gradient ascent to significantly speed up the search, under the

assumption of surface convexity