On data analysis and variable selection: the minimum entropy analysis

Details On data analysis and variable selection: the minimum entropy analysis On data analysis and variable selection: the minimum entropy analysis

2006-09-29

arxiv.org/abs/physics/0609250v1

Physics

Data Analysis, Statistics and Probability

9 pages and 2 tables

Scientific paper

In this work, we present a minimum entropy analysis scheme for variable selection and preliminary data analysis. The variable selection can be achieved by the increasing preference of variables. We show such a preference to has a unqiue form, which is given by the entropy of models associated with variables. Evaluating the entropy provides a complete ranking scheme of variables. This scheme not only indicates preferred variables but also may reveal the system's nature and properties. We illustrate the proposed scheme to analyze a set of geological data for three carbonate rock units in Texas and Oklahoma, and compare to the discriminant function analysis. The result suggests this scheme to provide a quick and robust analysis, and the use in data analysis is promising.

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