Contents
How to calculate mutual information between discrete and continuous data sets?
There are accurate methods for estimating MI that avoid problems with “binning” when both data sets are discrete or when both data sets are continuous. We present an accurate, non-binning MI estimator for the case of one discrete data set and one continuous data set.
How to calculate mutual information between two variables?
Definition The mutual information between two discreet random variables X,Y jointly distributed according to p(x,y) is given by I(X;Y) = X x,y p(x,y)log p(x,y) p(x)p(y) (24) = H(X)−H(X|Y) = H(Y)−H(Y|X) = H(X)+H(Y)−H(X,Y). (25) 4
Is the mutual information of if and vice versa the same?
For example, if and vice versa, so their mutual information is zero. At the other extreme, if and vice versa. As a result, in this case the mutual information is the same as the uncertainty contained in
How is mutual information related to entropy of a random variable?
The concept of mutual information is intimately linked to that of entropy of a random variable, a fundamental notion in information theory that quantifies the expected “amount of information” held in a random variable.
Which is the best definition of mutual information?
Competing interests: The author has declared that no competing interests exist. Mutual information (MI) [1] is in several ways a perfect statistic for measuring the degree of relatedness between data sets.
Copyright: © 2014 Brian C. Ross. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
How to create equal number of bin intervals?
Equal count: When using this option, an equal number of bin intervals are created based on the number of records present. When this option is selected, the options Rank of the bin, Mean of the bin, and Median of the bin are enabled.
How is the median of a bin calculated?
Median of the bin: Records with the same binning value are counted and the median is calculated on the input value. The median value is then assigned to the binned variable. Equal Interval: Equal interval is based on bin size. When this method is selected, the whole range is divided into bins with bin sizes specified by the user.
Which is the best way to bin a variable?
A variable can be binned in the following ways. Equal count: When using this option, an equal number of bin intervals are created based on the number of records present. When this option is selected, the options Rank of the bin, Mean of the bin, and Median of the bin are enabled.