Kim H. Parker edited subsection_mutual_information_The_concept__.tex  over 8 years ago

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\subsection{mutual information} \subsection{information theory}  The concept of mutual information Information theory  was introduced originally in the context of transmitting information through noisy channels and introduced the idea of the entropy of a  signalanalysis where it was proposed  as a measure of the mutual information shared by two noisy signals.[refs] its uncertainty.[refs]  The concept is also useful in statistical physics where it is related to the entropy of the system. system originally introduced in thermodynamics.  The theory is very well-developed and the reader is referred to almost any text on information theory for a thorough discussion of the concepts involved. We will use the definition only a small faction of results  ofmutual  information based on probability. Given theory: a measure of the 'distance' between  two signals $X$ and $Y$, probability density functions which can be related to  their mutual information entropy.   Given a signals $X(x)$, its entropy $H(X_x)$  is defined as \[  I(X,Y) H(X_x)  = \sum_{x -\sum_{x  \in X} \sum_{y \in Y} p(x,y) \phi(x)  \log \frac{p(x,y)}{p(x)p(y)} \phi(x)  \]  where $p(x)$ $\phi(x)$  is the probability density function  of $x$, $p(y)$ $x$. It  is the probability a measure  of$y$ and $p(x,y)$ is  the joint probability uncertainty  of $x$ and $y$. It is a probabilistic measure its units depend on the base  of how much we can infer about $Y$ if we know $X$ and \textit{vice versa}. the logarithm. We will use log base 2 which means that the units of entropy is bits.  Mutual information is intimately related to Given two probability density functions $X(x)$ and $Y(x)$ which are defined over the same variable $x$, the distance between them can be measured in several different ways. One of  the entropy first measures  of a signal the difference is the Kullback-Leibler divergence  \[  H(X) D(A|B)  = - \sum_{x \in X} p(x) \sum_x \phi(X_x)  \log p(x) \frac{\phi(X_x}{\phi(Y_x}  \]  which is a measure of uncertainty if $x$ is treated as a random variable. Similarly the joint entropy  \[