第54行: |
第54行: |
| | | |
| | | |
− | {{Equation box 1
| |
− | |indent =
| |
− | |title=
| |
− | |equation =
| |
− | <math>
| |
− | I(X;Y) = D_{\mathrm{KL}}( P_{(X,Y)} \| P_{X} \otimes P_{Y} )
| |
− | </math>
| |
− | |cellpadding= 1
| |
− | |border
| |
− | |border colour = #0073CF
| |
− | |background colour=#F5FFFA}}
| |
| where <math>D_{\mathrm{KL}}</math> is the [[Kullback–Leibler divergence]]. | | where <math>D_{\mathrm{KL}}</math> is the [[Kullback–Leibler divergence]]. |
− | Notice, as per property of the [[Kullback–Leibler divergence]], that <math>I(X;Y)</math> is equal to zero precisely when the joint distribution coincides with the product of the marginals, i.e. when <math>X</math> and <math>Y</math> are independent (and hence observing <math>Y</math> tells you nothing about <math>X</math>). In general <math>I(X;Y)</math> is non-negative, it is a measure of the price for encoding <math>(X,Y)</math> as a pair of independent random variables, when in reality they are not.
| |
| | | |
| + | 其中<math>D_{\mathrm{KL}}</math>表示Kullback-Leibler散度。 |
| | | |
− | {{Equation box 1
| |
| | | |
− | {{Equation box 1
| |
| | | |
− | {方程式方框1
| + | Notice, as per property of the [[Kullback–Leibler divergence]], that <math>I(X;Y)</math> is equal to zero precisely when the joint distribution coincides with the product of the marginals, i.e. when <math>X</math> and <math>Y</math> are independent (and hence observing <math>Y</math> tells you nothing about <math>X</math>). In general <math>I(X;Y)</math> is non-negative, it is a measure of the price for encoding <math>(X,Y)</math> as a pair of independent random variables, when in reality they are not. |
− | | |
− | |indent =
| |
− | | |
− | |indent =
| |
− | | |
− | 不会有事的
| |
− | | |
− | |title=
| |
− | | |
− | |title=
| |
− | | |
− | 标题
| |
− | | |
− | |equation =
| |
− | | |
− | |equation =
| |
− | | |
− | 方程式
| |
− | | |
− | <math>
| |
− | | |
− | <math>
| |
− | | |
− | 数学
| |
− | | |
− | I(X;Y) = D_{\mathrm{KL}}( P_{(X,Y)} \| P_{X} \otimes P_{Y} )
| |
− | | |
− | I(X;Y) = D_{\mathrm{KL}}( P_{(X,Y)} \| P_{X} \otimes P_{Y} )
| |
− | | |
− | I (x; y) d { mathrm { KL }(p {(x,y)} | p { x }乘 p { y })
| |
− | | |
− | </math>
| |
− | | |
− | </math>
| |
− | | |
− | 数学
| |
− | | |
− | |cellpadding= 1
| |
− | | |
− | |cellpadding= 1
| |
− | | |
− | 1号牢房
| |
− | | |
− | |border
| |
− | | |
− | |border
| |
− | | |
− | 边界
| |
− | | |
− | |border colour = #0073CF
| |
− | | |
− | |border colour = #0073CF
| |
− | | |
− | 0073CF
| |
− | | |
− | |background colour=#F5FFFA}}
| |
− | | |
− | |background colour=#F5FFFA}}
| |
− | | |
− | 5 / fffa }
| |
− | | |
− | where <math>D_{\mathrm{KL}}</math> is the [[Kullback–Leibler divergence]].
| |
− | | |
− | where <math>D_{\mathrm{KL}}</math> is the Kullback–Leibler divergence.
| |
− | | |
− | 其中数学 d (mathrm { KL } / math)是 Kullback-Leibler 分歧。
| |
− | | |
− | Notice, as per property of the [[Kullback–Leibler divergence]], that <math>I(X;Y)</math> is equal to zero precisely when the joint distribution coincides with the product of the marginals, i.e. when <math>X</math> and <math>Y</math> are independent (and hence observing <math>Y</math> tells your nothing about <math>X</math>). In general <math>I(X;Y)</math> is non-negative, it is a measure of the price for encoding <math>(X,Y)</math> as a pair of independent random variables, when in reality they are not. | |
− | | |
− | Notice, as per property of the Kullback–Leibler divergence, that <math>I(X;Y)</math> is equal to zero precisely when the joint distribution coincides with the product of the marginals, i.e. when <math>X</math> and <math>Y</math> are independent (and hence observing <math>Y</math> tells your nothing about <math>X</math>). In general <math>I(X;Y)</math> is non-negative, it is a measure of the price for encoding <math>(X,Y)</math> as a pair of independent random variables, when in reality they are not.
| |
| | | |
− | 注意,根据 Kullback-Leibler 散度的性质,当联合分布与边际乘积重合时,math i (x; y) / math 恰好等于零,即。当数学 x / 数学和数学 y / 数学是独立的(因此观察数学 y / 数学并不能告诉你数学 x / 数学)。在一般的数学 i (x; y) / math 是非负的,它是一种测量方法,用于将 math (x,y) / math 作为一对独立的随机变量进行编码,而实际上它们并不是。 | + | 注意,根据 Kullback-Leibler 散度的性质,当联合分布与边际乘积重合时,<math>I(X;Y)</math> 恰好等于零,即。当数学 x / 数学和数学 y / 数学是独立的(因此观察数学 y / 数学并不能告诉你数学 x / 数学)。在一般的数学 i (x; y) / math 是非负的,它是一种测量方法,用于将 math (x,y) / math 作为一对独立的随机变量进行编码,而实际上它们并不是。 |
| | | |
| == 关于离散分布的PMF In terms of PMFs for discrete distributions == | | == 关于离散分布的PMF In terms of PMFs for discrete distributions == |