| | Distribution of Mutual Information (Marcus Hutter) |
 | | From the prior p(t) one can compute the posterior p(tn), from which the distribution p(In) of the mutual information can be calculated. |
 | | [Artificial Intelligence]", keywords = "Mutual Information, Cross Entropy, Dirichlet distribution, Second order distribution, expectation and variance of mutual information.", abstract = "The mutual information of two random variables i and j with joint probabilities t_ij is commonly used in learning Bayesian nets as well as in many other fields. |
 | | To answer questions like ``is I(n_ij/n) consistent with zero?'' or ``what is the probability that the true mutual information is much larger than the point estimate?'' one has to go beyond the point estimate. |
| www.hutter1.de /ai/xentropy.htm (364 words) |