Mutual information

Information measurement in information theory
Collection
zero Useful+1
zero
Mutual Information is information theory It can be regarded as a useful information measure random variable The amount of information about another random variable contained in, or the uncertainty that a random variable reduces because another random variable is known [1]
Chinese name
Mutual information
Foreign name
Mutual Information
Definition
A Useful Information Measure in Information Theory

definition

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Set two random variables
The joint distribution of is
, the edge distribution is
, mutual information
Is joint distribution
And edge distribution
Relative entropy of, [2] I.e
H (X), H (Y), I (X, Y) and other diagrams

nature

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Mutual information nature

For any random variable
, their mutual information
Meet:
  1. one
    Symmetry:
  2. two
    Positive semi definite:
    , if and only if
    independent,
The average amount of mutual information does not start from two specific messages, but from the overall perspective of random variables X and Y, and observes problems in an average sense, so the average amount of mutual information will not appear negative. In other words, extracting information about another event from one event, the worst case is 0, which will not increase the uncertainty of another event because of knowing one event.

Chain rule

Inequality

If
To form a horse chain, then
other
The traditional mutual information definitions of a word t and a category Ci are as follows:
Mutual information is Computational linguistics A common method of model analysis, which measures the reciprocity between two objects. Used in filtering problems to measure the discriminative power The Definition of Mutual Information and Cross Entropy Approximation [2] Mutual information was originally information theory A concept in, used to express the relationship between information, is two random variables Statistical correlation The mutual information theory is used for feature extraction based on the following assumption: terms with high frequency in a specific category, but low frequency in other categories, have more mutual information with this category. Usually, mutual information is used as the measure between the feature words and categories. If the feature words belong to this category, their mutual information is the largest. Since this method does not need to make any assumptions about the nature of the relationship between feature words and categories, it is very suitable for Text classification Of the characteristics and categories of Registration work [2]

meaning

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Mutual information and pluralism logarithm likelihood ratio Inspection and Pearson
Verification is closely related [3]

Meaning of information

Information is Marking of substance, energy, information and their attributes Inverse Wiener Information Definition
Information is Increase in certainty Inverse Shannon Information Definition
Information is Phenomenon of Things and Their Attribute Identification Collection of.

Meaning of mutual information

information theory Mutual information in
Generally speaking, there is always noise and interference in the channel. The source sends the message x, and after passing through the channel, the receiver may only receive some deformed y caused by interference. After the destination receives y, it speculates that the source sends x probability , this process can be Posterior probability P (x | y). Accordingly, the probability p (x) of the source sending x is called Prior probability We define a posteriori of x probability Ratio to prior probability logarithm Is the mutual information quantity of y to x (mutual information for short) [4]
According to the chain rule of entropy, there are
Therefore,
This difference is called mutual information of X and Y and recorded as I (X; Y).
Expanding according to the definition of entropy, we can get: