Relevance measures for subset variable selection in regression problems based on \(k\)-additive mutual information

DOI10.1016/j.csda.2004.07.026zbMath1429.62044OpenAlexW1993705461MaRDI QIDQ957296

Ivan Kojadinovic

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.07.026

zbMATH Keywords

mutual informationregressionShannon entropy\(k\)-additive measureMöbius representationsubset variable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) General nonlinear regression (62J02) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

Clustering and symbolic analysis of cardiovascular signals: discovery and visualization of medically relevant patterns in long-term data using limited prior knowledge ⋮ A model-free variable selection method for reducing the number of redundant variables ⋮ A multivariate approach to the symmetrical uncertainty measure: application to feature selection problem ⋮ An adaptive heuristic for feature selection based on complementarity ⋮ Entropy and similarity measure of Atanassov's intuitionistic fuzzy sets and their application to pattern recognition based on fuzzy measures

Uses Software

• R
• DistAl

Cites Work

• Bagging predictors
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