Skip to main content
Notice removed Draw attention by CommunityBot
Bounty Ended with no winning answer by CommunityBot
Notice added Draw attention by Piotr Migdal
Bounty Started worth 100 reputation by Piotr Migdal
Notice removed Authoritative reference needed by CommunityBot
Bounty Ended with no winning answer by CommunityBot
brevity
Source Link
kmace
  • 797
  • 4
  • 20

When looking at the eigenvectors of the covariance matrix, we get the directions of maximum variance (the first eigenvector is the direction in which the data varies the most, etc.); this is called principal component analysis (PCA).

I was wondering what it would mean to look at the eigenvectors/values of the mutual information matrix (is there a name for this?), would they point in the direction of maximum entropy?

When looking at the eigenvectors of the covariance matrix, we get the directions of maximum variance (the first eigenvector is the direction in which the data varies the most, etc.); this is called principal component analysis (PCA).

I was wondering what it would mean to look at the eigenvectors/values of the mutual information matrix (is there a name for this?), would they point in the direction of maximum entropy?

When looking at the eigenvectors of the covariance matrix, we get the directions of maximum variance (the first eigenvector is the direction in which the data varies the most, etc.); this is called principal component analysis (PCA).

I was wondering what it would mean to look at the eigenvectors/values of the mutual information matrix, would they point in the direction of maximum entropy?

Notice added Authoritative reference needed by kmace
Bounty Started worth 50 reputation by kmace
Tweeted twitter.com/StackStats/status/662421868541059072
light editing
Source Link
amoeba
  • 107.2k
  • 36
  • 321
  • 346

What areis the meaning of the eigenvectors of a mutual information matrix?

When looking at the eigenvectors of the covariance matrix, we get the directions of maximum variance. (the first eigenvector is the direction in which the data varies the most, etc.) [PCA]; this is called principal component analysis (PCA).

I was wondering what it would mean to look at the eigenvectors/values of the mutual information matrix (is there a name for this?), would they point in the direction of maximum entropy?

What are the eigenvectors of a mutual information matrix

When looking at the eigenvectors of the covariance matrix, we get the directions of maximum variance. (the first eigenvector is the direction in which the data varies the most) [PCA]

I was wondering what it would mean to look at the eigenvectors/values of the mutual information matrix (is there a name for this?), would they point in the direction of maximum entropy?

What is the meaning of the eigenvectors of a mutual information matrix?

When looking at the eigenvectors of the covariance matrix, we get the directions of maximum variance (the first eigenvector is the direction in which the data varies the most, etc.); this is called principal component analysis (PCA).

I was wondering what it would mean to look at the eigenvectors/values of the mutual information matrix (is there a name for this?), would they point in the direction of maximum entropy?

Source Link
kmace
  • 797
  • 4
  • 20

What are the eigenvectors of a mutual information matrix

When looking at the eigenvectors of the covariance matrix, we get the directions of maximum variance. (the first eigenvector is the direction in which the data varies the most) [PCA]

I was wondering what it would mean to look at the eigenvectors/values of the mutual information matrix (is there a name for this?), would they point in the direction of maximum entropy?