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In information theory there have been various attempts over the years to extend the definition of mutual information to more than two random variables. These attempts have met with a great deal of confusion and a realization that interactions among many random variables are poorly understood. ==Definition== The conditional mutual information can be used to inductively define a multivariate mutual information (MMI) in a set- or measure-theoretic sense in the context of information diagrams. In this sense we define the multivariate mutual information as follows: : where : This definition is identical to that of interaction information except for a change in sign in the case of an odd number of random variables. Alternatively, the multivariate mutual information may be defined in measure-theoretic terms as the intersection of the individual entropies : : Defining , the set-theoretic identity which corresponds to the measure-theoretic statement , allows the above to be rewritten as: : which is identical to the first definition. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Multivariate mutual information」の詳細全文を読む スポンサード リンク
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