응용통계연구 (The Korean Journal of Applied Statistics)

  • 제21권2호
  • /
  • Pages.301-312
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  • 2008
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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SAMPLE-SPACING 방법에 의한 상호정보의 추정

Sample-spacing Approach for the Estimation of Mutual Information

  • 허문열 (성균관대학교 통계학과) ;
  • 차운옥 (한성대학교 공과대학 멀티미디어공학과)
  • Huh, Moon-Yul (Dept. of Statistics, Sungkyunkwan University) ;
  • Cha, Woon-Ock (Dept. of Multimedia Engineering, Hansung University)
  • 발행 : 2008.04.30
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초록

상호정보(mutual information: MI)는 설명변수의 목적변수에 대한 예측정도를 나타내는 척도로서, 목적변수에 대한 설명 변수의 중요도 순위를 구하거나 목적 변수를 잘 설명해주는 설명변수의 집합을 구하는 변수선택문제에 유용하게 사용된다. 본 논문에서는 연속형 설명변수와 범주형 목적변수로 구성된 데이터로부터 결합확률분포를 추정하지 않고도 MI 추정량을 구할 수 있는 Sample-spacing 방법에 대한 연구를 수행하였다. 몬테 칼로 모의 실험과 실제데이터에 대한 실험결과, MI 추정을 위해 Sample-spacing 방법을 사용할 때 m = 1을 사용하면 충분히 신뢰할만한 결과를 얻을 수 있다는 것을 알 수 있었다.

Mutual information is a measure of association of explanatory variable for predicting target variable. It is used for variable ranking and variable subset selection. This study is about the Sample-spacing approach which can be used for the estimation of mutual information from data consisting of continuous explanation variables and categorical target variable without estimating a joint probability density function. The results of Monte-Carlo simulation and experiments with real-world data show that m = 1 is preferable in using Sample-spacing.

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