翻訳と辞書
Words near each other
・ Mulur
・ Mulux
・ Mulvane
・ Multivariate
・ Multivariate adaptive regression splines
・ Multivariate analysis
・ Multivariate analysis of variance
・ Multivariate Behavioral Research
・ Multivariate Behrens–Fisher problem
・ Multivariate cryptography
・ Multivariate ENSO index
・ Multivariate gamma function
・ Multivariate interpolation
・ Multivariate kernel density estimation
・ Multivariate landing page optimization
Multivariate mutual information
・ Multivariate normal distribution
・ Multivariate optical computing
・ Multivariate optical element
・ Multivariate Pareto distribution
・ Multivariate probit model
・ Multivariate random variable
・ Multivariate stable distribution
・ Multivariate statistics
・ Multivariate t-distribution
・ Multivariate testing
・ Multivariate testing in marketing
・ Multivector
・ Multiven
・ Multiverse


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Multivariate mutual information : ウィキペディア英語版
Multivariate mutual information

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:
:I(X_1;\ldots;X_) = I(X_1;\ldots;X_n) - I(X_1;\ldots;X_n|X_),
where
:I(X_1;\ldots;X_n|X_) = \mathbb E_\big).
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 \mu(\tilde_i):
:
I(X_1;X_2;...;X_)=\mu\left(\bigcap_^\tilde_i\right)

Defining \tilde=\bigcap_^n\tilde_i, the set-theoretic identity \tilde=(\tilde\cap\tilde)\cup(\tilde\backslash\tilde) which corresponds to the measure-theoretic statement \mu(\tilde)=\mu(\tilde\cap \tilde)+\mu(\tilde\backslash\tilde), allows the above to be rewritten as:
:
I(X_1;X_2;...;X_)=\mu(\tilde\cap\tilde_)=\mu(\tilde)-\mu(\tilde\backslash\tilde_)

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
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.