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Definition 2024

mutual_information

mutual information

English

Noun

mutual information ‎(usually uncountable, plural mutual informations)

(information theory) A measure of the entropic (informational) correlation between two random variables.
Mutual information $I(X;Y)$ between two random variables $X$ and $Y$ is what is left over when their mutual conditional entropies $H(Y|X)$ and $H(X|Y)$ are subtracted from their joint entropy $H(X,Y)$ . It can be given by the formula $I(X;Y)=-\sum _{x}\sum _{y}p_{X,Y}(x,y)\log _{b}{p_{X,Y}(x,y) \over p_{X|Y}(x|y)p_{Y|X}(y|x)}$ .

See also

total correlation on Wikipedia.Wikipedia
interaction information on Wikipedia.Wikipedia