Journal Article

·2015

Do some relative entropy measures coincide in determining correlations or associations for metric data

Atıf Evren YTU , Gokhan Dincer YTU

Journal of selçuk üniversity natural and applied science

Abstract

Entropy is a measure of uncertainty of a statistical experiment or the measure of information provided by experimentation.  Several measures of entropy are used in uncertainty considerations for nominal, ordinal (as well as metric) data and specifically in qualitative variation calculations. Besides,  relative entropy concepts (e.g. mutual information, etc.) are used in goodness of fit tests or in  checking the adequacy of any statistical model in general. In particular, relative entropy measures are used in correlation or association estimations. In this study, based on a specific definition of mutual information, we use some different relative entropy measures. Then we compare these measures under three different situations by some applications.

Keywords

Entropy (arrow of time) Mathematics Kullback–Leibler divergence Correlation Mutual information Joint entropy Information diagram Statistics Goodness of fit Principle of maximum entropy Data mining Econometrics Statistical physics Computer science Maximum entropy thermodynamics Joint quantum entropy Physics Thermodynamics

Subject Areas

Statistical Mechanics and Entropy ·Statistical and Nonlinear Physics ·Physical Sciences
Advanced Statistical Methods and Models ·Statistics and Probability ·Physical Sciences
Gaussian Processes and Bayesian Inference ·Artificial Intelligence ·Physical Sciences