Mutual information is copula entropy

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Mutual information is copula entropy

In information theory, mutual information (MI) is a difference concept with entropy.[1] In this paper, we prove with copula [2] that they are essentially same – mutual information is also a kind of entropy, called copula entropy. Based on this insightful result, We propose a simple method for estimating mutual information. Copula is a theory on dependence and measurement of association.[2] Skla...

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ژورنال

عنوان ژورنال: Tsinghua Science and Technology

سال: 2011

ISSN: 1007-0214

DOI: 10.1016/s1007-0214(11)70008-6