Mutual information is copula entropy

Jian Ma; Zengqi Sun

Mutual information is copula entropy

Information Theory 2008-08-07 v1 Machine Learning math.IT Statistics Theory Statistics Theory

Authors: Jian Ma , Zengqi Sun

Abstract

We prove that mutual information is actually negative copula entropy, based on which a method for mutual information estimation is proposed.

Cite

@article{arxiv.0808.0845,
  title  = {Mutual information is copula entropy},
  author = {Jian Ma and Zengqi Sun},
  journal= {arXiv preprint arXiv:0808.0845},
  year   = {2008}
}

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