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How does $1-\rho^2$ in the bivariate case, turn into $\det(\boldsymbol\Sigma)$ in the multivariate?

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#statistics #determinant #information-theory #covariance #correlation
143
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Transitive Mutual Information Bernoulli Random Variables in a fork structure

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#probability-theory #information-theory
68
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Clarifying expectation with respect to a function, and the Radon-Nikodym derivative

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#probability #probability-theory #expected-value #information-theory #radon-nikodym
505
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Two closed-form analytical solutions for multivariate Gaussian entropy: How are they equal?

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#statistics #information-theory #covariance #entropy #gaussian
109
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Joint Entropy closed-form analytical solution

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#statistics #logarithms #information-theory #entropy #gaussian
797
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Derivation of mutual information's closed-form analytical solution

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#statistics #logarithms #information-theory #entropy #gaussian
142
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Entropy of the bivariate Gaussian copula: Closed-form analytical solution

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#logarithms #information-theory #entropy #gaussian #copula
66
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Derivation of the Entropy of the Johnson-SU distribution

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#statistics #probability-distributions #information-theory #entropy #gaussian
187
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Geometric Interpretation of negativity of interaction information

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#information-theory #entropy #mutual-information
141
Views

Shannon measure of information dice question

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#probability #uniform-distribution #information-theory #dice #entropy
67
Views

prove $I(X_1;X_2) \ge I(F_1(X_1);F_2(X_2))$

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#information-theory #mutual-information
210
Views

Noisy channel coding: feedback does not improve the channel capacity

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#information-theory #coding-theory
162
Views

Why is copula entropy negative?

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#probability-distributions #independence #information-theory #entropy #copula
83
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Quantum Typicality

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#information-theory #quantum-mechanics #quantum-computation #quantum-information
205
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Mutual Information for Continuous Random variables for system with 1 input and multiple outputs (SIMO System)

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#information-theory #entropy #mutual-information

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