Mutual Information Invariance to Reparameterization

最新推荐文章于 2024-07-12 17:10:46 发布

北京理工大学孙磊

最新推荐文章于 2024-07-12 17:10:46 发布

阅读量373

点赞数 1

分类专栏： Information Theory 文章标签： Information Theory Mutual Information

本文链接：https://blog.csdn.net/bitsunlei/article/details/82620287

版权

Information Theory 专栏收录该内容

5 篇文章 1 订阅

订阅专栏

For two random variables X and Y, it is known that $I(\phi(X);\phi(Y))=I(X,Y)$ which is also known as the reparameterization invariance property. To my known, the proof was given in Kraskov 2004 as follows

Let $X'=\phi(X)$ and $Y'=\phi(Y)$ denote the two mappings, respectively. The following equations hold

$P(X',Y')=P(X,Y)|\frac{\partial X}{\partial X'}||\frac{\partial Y}{\partial Y'}|$

and therefore

$I(X';Y')\\ =\int P(X',Y')\log \frac{P(X',Y')}{P(X')P(Y')}dX'dY' \\ =\int P(X,Y)\log \frac{P(X,Y)|\frac{\partial X}{\partial X'}||\frac{\partial Y}{\partial Y'}|}{P(X)|\frac{\partial X}{\partial X'}|P(Y)|\frac{\partial Y}{\partial Y'}|}dXdY \\ =\int P(X,Y)\log \frac{P(X,Y)}{P(X)P(Y)}dXdY\\ =I(X;Y)$

确定要放弃本次机会？

福利倒计时

: :

立减 ¥

普通VIP年卡可用

立即使用

北京理工大学孙磊

关注关注

1
点赞
踩
0

收藏

觉得还不错? 一键收藏
0
评论
Mutual Information Invariance to Reparameterization

For two random variables X and Y, it is known that which is also known as the reparameterization invariance property. To my known, the proof was given in Kraskov 2004 as followsLet and denote the...
复制链接

扫一扫