Feature selection based on statistical estimation of mutual information
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 18 (2021) no. 1, pp. 720-728

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An algorithm to identify significant factors is proposed in the mixed model framework. It employs statistical estimation of mutual information. Consistency of this procedure is established. Numerical experiments demonstrating its accuracy supplement theoretical results.
Keywords: feature selection, mixed model, mutual information, conditional Shannon entropy, logistic regression.
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     title = {Feature selection based on statistical estimation of mutual information},
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A. A. Kozhevin. Feature selection based on statistical estimation of mutual information. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 18 (2021) no. 1, pp. 720-728. http://geodesic.mathdoc.fr/item/SEMR_2021_18_1_a10/