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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2021, Volume 18, Issue 1, Pages 720–728
DOI: https://doi.org/10.33048/semi.2021.18.052 (Mi semr1393) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Probability theory and mathematical statistics

Feature selection based on statistical estimation of mutual information

A. A. Kozhevin

Lomonosov Moscow State University, GSP-1, Leninskie Gory, Moscow, Moscow, 119991, Russia
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DOI: https://doi.org/10.33048/semi.2021.18.052
Abstract: An algorithm to identify significant factors is proposed in the mixed model framework. It employs statistical estimation of mutual information. Consistency of this procedure is established. Numerical experiments demonstrating its accuracy supplement theoretical results.
Keywords: feature selection, mixed model, mutual information, conditional Shannon entropy, logistic regression.
Received March 31, 2021, published June 23, 2021
Bibliographic databases:
Document Type: Article
UDC: 519.2
MSC: 62G20, 62H12
Language: English
Citation: A. A. Kozhevin, “Feature selection based on statistical estimation of mutual information”, Sib. Èlektron. Mat. Izv., 18:1 (2021), 720–728
Citation in format AMSBIB
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\by A.~A.~Kozhevin
\paper Feature selection based on statistical estimation of mutual information
\jour Sib. \`Elektron. Mat. Izv.
\yr 2021
\vol 18
\issue 1
\pages 720--728
\mathnet{http://mi.mathnet.ru/semr1393}
\crossref{https://doi.org/10.33048/semi.2021.18.052}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000674360800001}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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