Extrapolation, Interpolation, and Smoothing of Stationary Time Series
Extrapolation, Interpolation, and Smoothing of Stationary Time Series
A Mathematical Theory of Communication
A Mathematical Theory of Communication
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Effective, design-independent XML keyword search
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Keyword search for data-centric XML collections with long text fields
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Problems adopting metrics from other disciplines
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Using structural information in XML keyword search effectively
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Relational Graph Mining for Learning Events from Video
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Parameter-free anomaly detection for categorical data
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Two multivariate generalizations of pointwise mutual information
DiSCo '11 Proceedings of the Workshop on Distributional Semantics and Compositionality
Multi-information ensemble diversity
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Journal of Computational Neuroscience
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A set λ of stochastic variables, y1, y2,..., yn, is grouped into subsets, µ1, µ2,..., µk. The correlation existing in λ with respect to the µ's is adequately expressed by C= Σi=1k S(µi)-S(λ)≥0, where S(v) is the entropy function defined with reference to the variables y in subset v. For a given λ, C becomes maximum when each µi consists of only one variable, (n=k). The value Cis then called fhe total correlation in λ, Ctot(λ). The present paper gives various theorems, according to which Ctot(λ) can be decomposed in terms of the partial correlations existing in subsets of λ, and of quantities derivable therefrom. The information-theoretical meaning of each decomposition is carefully explained. As illustrations, two problems are discussed at the end of the paper: (1) redundancy in geometrical figures in pattern recognition, and (2) randomization effect of shuffling cards marked "zero' or "one."