Multivariate conditional entropy












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I would like to take data columns and compute the multivariate conditional entropy. For instance, suppose I have columns $A, B, C D, E$ and I want to compute the conditional entropy $H(E | A,B,C,D)$. Can someone give a little explanation of all this, pointing out the first joint variable $A,B,C,D$ vs the second variable $E$. Then please give the algorithm and math for calculating the conditional entropy.










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    0












    $begingroup$


    I would like to take data columns and compute the multivariate conditional entropy. For instance, suppose I have columns $A, B, C D, E$ and I want to compute the conditional entropy $H(E | A,B,C,D)$. Can someone give a little explanation of all this, pointing out the first joint variable $A,B,C,D$ vs the second variable $E$. Then please give the algorithm and math for calculating the conditional entropy.










    share|cite|improve this question











    $endgroup$















      0












      0








      0





      $begingroup$


      I would like to take data columns and compute the multivariate conditional entropy. For instance, suppose I have columns $A, B, C D, E$ and I want to compute the conditional entropy $H(E | A,B,C,D)$. Can someone give a little explanation of all this, pointing out the first joint variable $A,B,C,D$ vs the second variable $E$. Then please give the algorithm and math for calculating the conditional entropy.










      share|cite|improve this question











      $endgroup$




      I would like to take data columns and compute the multivariate conditional entropy. For instance, suppose I have columns $A, B, C D, E$ and I want to compute the conditional entropy $H(E | A,B,C,D)$. Can someone give a little explanation of all this, pointing out the first joint variable $A,B,C,D$ vs the second variable $E$. Then please give the algorithm and math for calculating the conditional entropy.







      information-theory






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      edited Jan 6 at 0:21







      Ben Sprott

















      asked Jan 6 at 0:11









      Ben SprottBen Sprott

      421312




      421312






















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          $begingroup$


          suppose I have columns A,B,C,D,E




          If by "columns" you mean random variables, for which you know the joint (five dimensional) probability function, then to compute $H(E | A,B,C,D)$ you just use the common defition of conditional entropy



          $$H(X | Y) = sum_Y P(Y=y) H(X | Y=y)$$



          replacing $X$ by $E$ and $Y$ by your (multivariate) variable $(A,B,C,D)$.






          share|cite|improve this answer









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          • $begingroup$
            Yes, I think random variable is the same as a data column.
            $endgroup$
            – Ben Sprott
            Jan 6 at 18:20











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          $begingroup$


          suppose I have columns A,B,C,D,E




          If by "columns" you mean random variables, for which you know the joint (five dimensional) probability function, then to compute $H(E | A,B,C,D)$ you just use the common defition of conditional entropy



          $$H(X | Y) = sum_Y P(Y=y) H(X | Y=y)$$



          replacing $X$ by $E$ and $Y$ by your (multivariate) variable $(A,B,C,D)$.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Yes, I think random variable is the same as a data column.
            $endgroup$
            – Ben Sprott
            Jan 6 at 18:20
















          1












          $begingroup$


          suppose I have columns A,B,C,D,E




          If by "columns" you mean random variables, for which you know the joint (five dimensional) probability function, then to compute $H(E | A,B,C,D)$ you just use the common defition of conditional entropy



          $$H(X | Y) = sum_Y P(Y=y) H(X | Y=y)$$



          replacing $X$ by $E$ and $Y$ by your (multivariate) variable $(A,B,C,D)$.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Yes, I think random variable is the same as a data column.
            $endgroup$
            – Ben Sprott
            Jan 6 at 18:20














          1












          1








          1





          $begingroup$


          suppose I have columns A,B,C,D,E




          If by "columns" you mean random variables, for which you know the joint (five dimensional) probability function, then to compute $H(E | A,B,C,D)$ you just use the common defition of conditional entropy



          $$H(X | Y) = sum_Y P(Y=y) H(X | Y=y)$$



          replacing $X$ by $E$ and $Y$ by your (multivariate) variable $(A,B,C,D)$.






          share|cite|improve this answer









          $endgroup$




          suppose I have columns A,B,C,D,E




          If by "columns" you mean random variables, for which you know the joint (five dimensional) probability function, then to compute $H(E | A,B,C,D)$ you just use the common defition of conditional entropy



          $$H(X | Y) = sum_Y P(Y=y) H(X | Y=y)$$



          replacing $X$ by $E$ and $Y$ by your (multivariate) variable $(A,B,C,D)$.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Jan 6 at 3:12









          leonbloyleonbloy

          41k645107




          41k645107












          • $begingroup$
            Yes, I think random variable is the same as a data column.
            $endgroup$
            – Ben Sprott
            Jan 6 at 18:20


















          • $begingroup$
            Yes, I think random variable is the same as a data column.
            $endgroup$
            – Ben Sprott
            Jan 6 at 18:20
















          $begingroup$
          Yes, I think random variable is the same as a data column.
          $endgroup$
          – Ben Sprott
          Jan 6 at 18:20




          $begingroup$
          Yes, I think random variable is the same as a data column.
          $endgroup$
          – Ben Sprott
          Jan 6 at 18:20


















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