Advances and Applications in Statistics
Volume 19, Issue 1, Pages 49 - 64
(November 2010)
|
|
MULTIVARIATE UNSUPERVISED DISCRETIZATION PRESERVING MUTUAL INFORMATION
Badih Ghattas and Claude Deniau
|
Abstract: We consider discretization of continuous variables in an unsupervised context where our objective is to preserve the dependence structure between these variables. We view the discretization as an optimization problem and suggest two algorithmic solutions. We demonstrate the efficiency of our method on several simulated datasets, and illustrate its contribution when inferring Bayesian networks over a discretized real dataset. |
Keywords and phrases: discretization, correlation, mutual information, simulated annealing, downhill simplex, Bayesian networks. |
|
Number of Downloads: 391 | Number of Views: 997 |
|