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This paper examines how an event from one random variable provides pointwise mutual information about an event from another variable via probability mass exclusions. We start by introducing probability mass diagrams, which provide a visual representation of how a prior distribution is transformed to a posterior distribution through exclusions. With the aid of these diagrams, we identify two distinct types of probability mass exclusions---namely informative and misinformative exclusions. Then, motivated by Fanos derivation of the pointwise mutual information, we propose four postulates which aim to decompose the pointwise mutual information into two separate informational components: a non-negative term associated with the informative exclusion and a non-positive term associated with the misinformative exclusions. This yields a novel derivation of a familiar decomposition of the pointwise mutual information into entropic components. We conclude by discussing the relevance of considering information in terms of probability mass exclusions to the ongoing effort to decompose multivariate information.
To provide an efficient approach to characterize the input-output mutual information (MI) under additive white Gaussian noise (AWGN) channel, this short report fits the curves of exact MI under multilevel quadrature amplitude modulation (M-QAM) signa
What are the distinct ways in which a set of predictor variables can provide information about a target variable? When does a variable provide unique information, when do variables share redundant information, and when do variables combine synergisti
Estimators for mutual information are typically biased. However, in the case of the Kozachenko-Leonenko estimator for metric spaces, a type of nearest neighbour estimator, it is possible to calculate the bias explicitly.
The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of $(X,Y)$ i
A well-known technique in estimating probabilities of rare events in general and in information theory in particular (used, e.g., in the sphere-packing bound), is that of finding a reference probability measure under which the event of interest has p