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Entropy and Mutual Information - UMass Amherst

Entropy and Mutual Information - UMass Amherst

people.cs.umass.edu

Entropy and Mutual Information Erik G. Learned-Miller Department of Computer Science University of Massachusetts, Amherst Amherst, MA 01003 September 16, 2013 Abstract This document is an introduction to entropy and mutual information for discrete random variables. It gives their de nitions in terms of prob-abilities, and a few simple examples. 1

  Information, Mutual, Mutual information

Lecture 1: Entropy and mutual information

Lecture 1: Entropy and mutual information

www.ece.tufts.edu

Definition The mutual information between two continuous random variables X,Y with joint p.d.f f(x,y) is given by I(X;Y) = ZZ f(x,y)log f(x,y) f(x)f(y) dxdy. (26) For two variables it is possible to represent the different entropic quantities with an analogy to set theory. In Figure 4 we see the different quantities, and how the mutual ...

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Chapter 2: Entropy and Mutual Information - UIC

Chapter 2: Entropy and Mutual Information - UIC

www1.ece.uic.edu

University of Illinois at Chicago ECE 534, Fall 2009, Natasha Devroye Chapter 2: Entropy and Mutual Information University of Illinois at Chicago ECE 534, Fall 2009, Natasha Devroye

  Information, Mutual, Mutual information

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