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Correlation Analysis With Scale-local Entropy Measures

2003/04/05 by J. G. Reid, Reid, J. G., T. A. Trainor +1
Computer Science · Mathematics · Physics and Astronomy · #FOS: Physical sciences #Mathematical Physics (math-ph) #Morphological variations and asymmetry #Neural Networks and Applications #math-ph #math.MP

paper · pdf · doi:10.48550/arxiv.math-ph/0304010

12 pages, 6 figures

arxiv created 2003/04/05 · openalex publication_date 2003/04/05 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

A novel method for correlation analysis using scale-dependent Renyi entropies is described. The method involves calculating the entropy of a data distribution as an explicit function of the scale of a d-dimensional partition of d-cubes, which is dithered to remove bias. Analytic expressions for dithered scale-local entropy and dimension for a uniform random point set are derived and compared to Monte Carlo results. Simulated nontrivial point-set correlations representing condensation and clustering are similarly analyzed.

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