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Chain rule for mutual information
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Mathematics
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Probability and statistics
Information theory
Mutual information
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Words: 10
The information supplied by two observations decomposes as
I
(
X
;
Y
1
,
Y
2
)
=
I
(
X
;
Y
1
)
+
I
(
X
;
Y
2
∣
Y
1
)
.
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Mutual information
Information theory
Probability and statistics
Area of mathematics
Mathematics
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