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Correlation Analysis With Scale-local Entropy Measures

J. G. Reid·T. A. Trainor
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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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J. G. Reid, T. A. Trainor. 2003-04-05. Correlation Analysis With Scale-local Entropy Measures. https://arxiv.org/abs/math-ph/0304010

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