On an entropy conservation principle

Jérôme Manuceau, Marylène Troupé, and Jean Vaillant

Source: J. Appl. Probab. Volume 36, Number 2 (1999), 607-610.

Abstract

We present an entropy conservation principle applicable to either discrete or continuous variables which provides a useful tool for aggregating observations. The associated method of modality grouping transforms a variable Z₁ into a new variable Z₂ such that the mutual information I(Z₂,Y) between Y, a variable of interest, and Z₂ is equal to I(Z₁,Y).

Primary Subjects: 62B10, 94A17

Secondary Subjects: 94A15, 94A24

Keywords: Entropy; mutual information; covariable

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1032374476
Digital Object Identifier: doi:10.1239/jap/1032374476
Mathematical Reviews number (MathSciNet): MR1725427
Zentralblatt MATH identifier: 0942.62004

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