Qualitative Aspects in Numerical Data: Structure, Interaction, and Correlation

Entropy and information are common measures of probabilistic models of data, frequently used for discrete and discretized but more rarely for continuous data. We employ finite mixture models, which handle continuous and discrete data simultaneously, to construct a probabilistic model whose entropy can be estimated. Analytic estimates of entropy are intractable for some models, so an approximate sample estimate of entropy is used. A simplified...