Filter-type variable selection based on information measures for regression tasks

DOI10.3390/E14020323MaRDI QIDQ405995zbMATH OpenOpenAlexFDO

Authors Pedro Latorre Carmona, José Martínez Sotoca, Filiberto Pla

Publication date 8 September 2014

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e14020323

zbMATH Keywords

variable selectionconditional mutual information

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear inference, regression (62J99) Measures of information, entropy (94A17)

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Cites work

• scientific article; zbMATH DE number 1304256 (Why is no real title available?)
• Approximating conditional density functions using dimension reduction
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• Fast kernel conditional density estimation: a dual-tree Monte Carlo approach
• Hedonic housing prices and the demand for clean air
• On the Interplay Between Conditional Entropy and Error Probability
• Regularization and Variable Selection Via the Elastic Net
• Remarks on Some Nonparametric Estimates of a Density Function
• SVM Multiregression for Nonlinear Channel Estimation in Multiple-Input Multiple-Output Systems
• Supervised feature selection by clustering using conditional mutual information-based distances

Cited in

(2)

• Optimum simultaneous discretization with data grid models in supervised classification: a Bayesian model selection approach
• Information criteria for variable selection under sparsity

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