Focusing on a probability element: Parameter selection of message importance measure in big data

Abstract

Message importance measure (MIM) is applicable to characterize the importance of information in the scenario of big data, similar to entropy in information theory. In fact, MIM with a variable parameter can make an effect on the characterization of distribution. Furthermore, by choosing an appropriate parameter of MIM, it is possible to emphasize the message importance of a certain probability element in a distribution. Therefore, parametric MIM can play a vital role in anomaly detection of big data by focusing on probability of an anomalous event. In this paper, we propose a parameter selection method of MIM focusing on a probability element and then present its major properties. In addition, we discuss the parameter selection with prior probability, and investigate the availability in a statistical processing model of big data for anomaly detection problem.