Correlation Analysis With Scale-local Entropy Measures
Mathematical Physics
2007-05-23 v1 math.MP
Abstract
A novel method for correlation analysis using scale-dependent Renyi entropies is described. The method involves calculating the entropy of a data distribution as an explicit function of the scale of a d-dimensional partition of d-cubes, which is dithered to remove bias. Analytic expressions for dithered scale-local entropy and dimension for a uniform random point set are derived and compared to Monte Carlo results. Simulated nontrivial point-set correlations representing condensation and clustering are similarly analyzed.
Cite
@article{arxiv.math-ph/0304010,
title = {Correlation Analysis With Scale-local Entropy Measures},
author = {J. G. Reid and T. A. Trainor},
journal= {arXiv preprint arXiv:math-ph/0304010},
year = {2007}
}
Comments
12 pages, 6 figures