论数据分析与变量选择:最小熵分析
On data analysis and variable selection: the minimum entropy analysis
摘要:
在这项工作中,我们提出了一个最小熵分析方案的变量选择和初步的数据分析。变量的选择可以通过增加变量的偏好来实现。我们证明了这种偏好有一个独特的形式,这是由与变量相关联的模型的熵。评估熵提供了一个完整的变量排序方案。该方案不仅指示优选变量,而且还可以揭示系统的本质和性质。我们说明了所提出的方案来分析一组地质数据的三个碳酸盐岩单位在得克萨斯州和俄克拉荷马州,并比较判别函数分析。结果表明,该方案提供了一个快速和强大的分析,并在数据分析的使用是有前途的。
英文摘要:
In this work, we present a minimum entropy analysis scheme for variable selection and preliminary data analysis. The variable selection can be achieved by the increasing preference of variables. We show such a preference to has a unqiue form, which is given by the entropy of models associated with variables. Evaluating the entropy provides a complete ranking scheme of variables. This scheme not only indicates preferred variables but also may reveal the system's nature and properties. We illustrate the proposed scheme to analyze a set of geological data for three carbonate rock units in Texas and Oklahoma, and compare to the discriminant function analysis. The result suggests this scheme to provide a quick and robust analysis, and the use in data analysis is promising.
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