Mode hunting through active information

We propose a new method to find modes based on active information. We develop an algorithm called active information mode hunting (AIMH) that, when applied to the whole space, will say whether there are any modes present and where they are. We show AIMH is consistent and, given that information incr...

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Bibliographic Details
Published in:Applied stochastic models in business and industry 2019-03, Vol.35 (2), p.376-393
Main Authors: Díaz‐Pachón, Daniel Andrés, Sáenz, Juan Pablo, Rao, J. Sunil, Dazard, Jean‐Eudes
Format: Article
Language:English
Subjects:
active information
Algorithms
Computer simulation
high dimensional
Hunting
mode hunting
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Summary:We propose a new method to find modes based on active information. We develop an algorithm called active information mode hunting (AIMH) that, when applied to the whole space, will say whether there are any modes present and where they are. We show AIMH is consistent and, given that information increases where probability decreases, it helps to overcome issues with the curse of dimensionality. The AIMH also reduces the dimensionality with no resource to principal components. We illustrate the method in three ways: with a theoretical example (showing how it performs better than other mode hunting strategies), a real dataset business application, and a simulation.
ISSN:1524-1904
1526-4025
DOI:10.1002/asmb.2430