Topics related to Bayes Nets

 

There are some topics related to Bayes Nets, such as Data mining, Machine learning, and more.

Data mining

Data Mining Resources

Elder Research Data Mining Consulting

KDD

Andrew W. Moore's Home Page

Bing Liu (Liu, Bing)'s Home Page

Chengqi Zhang's Home Page

Jerome H. Friedman

Huan Liu

Machine Learning

NeurOK Software

Machine Learning Resources

Machine Learning

Neural networks, neuroscience and relevant mathematics - Wlodek Duch links

Pattern Recognition Information

RBP Network & RULEX Rule Extraction Downloads

Correlation for continuous variables

In probability theory and statistics, correlation, also called correlation coefficient, indicates the strength and direction of a linear relationship between two random variables. The correlation coefficient  between two random variables X and Y with expected values  and  and standard deviations  and  is defined as:

where  is the function for the expected value and  is the function for covariance value. The maximum of the absolute correlation coefficient value is 1. If the correlation coefficient is +1, it means that two variables change linearly in the same directions, and if the correlation coefficient is -1, it means that two variables change linearly in the opposite directions.

When two variables are independent, their correlation should be 0. However, when the correlation is 0, it does not mean that two variables are independent, since correlation only measures the linear dependency between two variables.

 Chi-square test for discrete variables

The chi-square value between two variables is defined as

Where  is the number of values of variable 1,  is the number of values of variable 2,  is the number of instances with i-th value for variable 1 and j-th value for variable 2,  is the number of instances with i-th value for variable 1,  is the number of instances with j-th value for variable 2,  is the number of the total instances, and  is the expected frequency of. The chi-square value measures the difference of the expected frequencies and the actual frequencies in different categories.

Mutual information for discrete variables

Mutual Information (MI) is an entropy-based measure of the dependency between two variables. It is the difference between the prior entropy of variable C and the posterior entropy of variable C given values of another variable F:


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