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arXiv cs/0403025cs.LGcs.AIcs.ITmath.ITmath.STstat.TH
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完全和不完全数据的互信息分布

Distribution of Mutual Information from Complete and Incomplete Data

Marcus Hutter, Marco Zaffalon

摘要:

互信息被广泛地用于描述分类随机变量的随机相关性。为了解决诸如描述值的可靠性之类的问题,必须考虑样本到人口的推理方法。本文讨论了互信息的后验分布,在贝叶斯框架下获得的二阶Dirichlet先验分布。精确的解析表达式的平均值,和解析近似的方差,偏度和峰度。这些近似有一个保证的精度水平为O(1/n^3),其中n是样本大小。在不完全样本的情况下,导出了均值和方差的主阶近似。导出的解析表达式允许互信息的分布被可靠地和快速地近似。事实上,可以用描述性互信息所需的相同复杂度来计算导出的表达式。这使得互信息的分布在许多应用中成为描述性互信息的具体替代,这将受益于移动到归纳侧。这些前瞻性的应用进行了讨论,其中之一,即特征选择,表现出显着更好的使用时,感应互信息。

英文摘要:

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider sample-to-population inferential approaches. This paper deals with the posterior distribution of mutual information, as obtained in a Bayesian framework by a second-order Dirichlet prior distribution. The exact analytical expression for the mean, and analytical approximations for the variance, skewness and kurtosis are derived. These approximations have a guaranteed accuracy level of the order O(1/n^3), where n is the sample size. Leading order approximations for the mean and the variance are derived in the case of incomplete samples. The derived analytical expressions allow the distribution of mutual information to be approximated reliably and quickly. In fact, the derived expressions can be computed with the same order of complexity needed for descriptive mutual information. This makes the distribution of mutual information become a concrete alternative to descriptive mutual information in many applications which would benefit from moving to the inductive side. Some of these prospective applications are discussed, and one of them, namely feature selection, is shown to perform significantly better when inductive mutual information is used.

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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