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arXiv 1801.07083cs.ITcs.NAmath.ITmath.NAmath.PRmath.STstat.TH
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差分信息重要性度量:大数据结构表征中所需采样数的新方法

Differential Message Importance Measure: A New Approach to the Required Sampling Number in Big Data Structure Characterization

Tsinghua National Laboratory for Information Science and Technology(清华大学信息科学技术国家重点实验室);Department of Electronic Engineering, Tsinghua University(清华大学电子工程系)

Shanyun Liu, Rui She, Pingyi Fan

AI总结:

本文提出差分信息重要性度量(DMIM)用于大数据结构表征中所需采样数的确定,通过分析信息收集过程,提供无分布假设的判定标准,并证明DMIM变化可描述样本分布与理论分布的差距。

摘要:

在大数据场景中,数据收集是一个基础问题,采样集的大小尤其重要,特别是在数据结构表征中。本文通过考虑信息重要性来考虑信息收集过程,并给出一个无分布假设的标准来确定大数据结构表征中所需的采样数。类似于微分熵,我们定义微分信息重要性度量(DMIM)作为连续随机变量的消息重要性度量。讨论了许多常见密度的DMIM,并给出了正态分布的高精度近似值。此外,证明了DMIM的变化可以描述样本集分布与理论分布之间的差距。事实上,DMIM的偏差等同于Kolmogorov-Smirnov统计量,但提供了一种新的分布拟合表征方法。数值结果展示了一些DMIM的基本性质和所提近似值的准确性。此外,还得到经验分布随着DMIM偏差减小而接近真实分布,这有助于实际系统中合适采样点的选择。

英文摘要:

Data collection is a fundamental problem in the scenario of big data, where the size of sampling sets plays a very important role, especially in the characterization of data structure. This paper considers the information collection process by taking message importance into account, and gives a distribution-free criterion to determine how many samples are required in big data structure characterization. Similar to differential entropy, we define differential message importance measure (DMIM) as a measure of message importance for continuous random variable. The DMIM for many common densities is discussed, and high-precision approximate values for normal distribution are given. Moreover, it is proved that the change of DMIM can describe the gap between the distribution of a set of sample values and a theoretical distribution. In fact, the deviation of DMIM is equivalent to Kolmogorov-Smirnov statistic, but it offers a new way to characterize the distribution goodness-of-fit. Numerical results show some basic properties of DMIM and the accuracy of the proposed approximate values. Furthermore, it is also obtained that the empirical distribution approaches the real distribution with decreasing of the DMIM deviation, which contributes to the selection of suitable sampling points in actual system.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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