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- Title
情報論的主変数選択規準とその性質について.
- Authors
吉田悠夏; 黒木 学
- Abstract
In order to reduce a large number of original variables to a smaller one that still contains most of the correlation information in statistical data without an external criterion, we propose "the information-theoretic principal variable (iPV) selection criterion", from the perspective of Kullback--Leibler divergence. In addition, from the viewpoint of statistical parameters, we show that (a) the iPV selection criterion has a stopping rule, and (b) if a set of non-selected variables by the stopping rule is characterized as the independent set then the value of the iPV selection criteria is zero.
- Subjects
STATISTICAL correlation; STATISTICS; INDEPENDENT sets
- Publication
Kodo Keiryogaku, 2023, Vol 50, Issue 2, p49
- ISSN
0385-5481
- Publication type
Article