Selecting relevant projections onto subsets of coordinates: A minimax dependence-based approach

DOI10.1016/0885-064X(90)90010-BMaRDI QIDQ750027zbMATH OpenOpenAlexFDO

Authors Silviu Guiasu

Publication date 1990

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0885-064x(90)90010-b

zbMATH Keywords

classification problemGaussian componentshigh degree of dependencejoint entropylow degree of interdependencemeasure of interdependenceminimax criterionMINITABrandom vectorreduction of the number of componentsSASsum of entropies

Mathematics Subject Classification ID

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

Review text

Given a set of entities and a random vector whose components are defined on that set, the sum of entropies of the components minus the joint entropy (or entropy of the random vector) is used to reduce the number of components. This reduction is accomplished by selecting a pair (or triple) of components that are significant for classifying the set of entities in distinct and meaningful clusters. This purpose is achieved by performing the selection on the basis of both, the low degree of interdependence among selected components, and the high degree of dependence on the omitted ones (that means a kind of minimax criterion). When components are Gaussian, the measure of interdependence admits a simple expression that can be easily computed through MINITAB or SAS procedures. Results are illustrated by means of a practical example.

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Cites work

• A Mathematical Theory of Communication
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• Asymptotics of graphical projection pursuit
• Clustering Criteria and Multivariate Normal Mixtures
• Data. A collection of problems from many fields for the student and research worker
• scientific article; zbMATH DE number 3879889 (Why is no real title available?)
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• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• scientific article; zbMATH DE number 3327941 (Why is no real title available?)
• Projection pursuit

Describes a project that uses

Uses Software

• SAS
• MINITAB

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