Correlation Analysis With Scale-local Entropy Measures
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.
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.