Skip to main content
9 events
when toggle format what by license comment
S Apr 15, 2021 at 13:52 history bounty ended CommunityBot
S Apr 15, 2021 at 13:52 history notice removed CommunityBot
Apr 13, 2021 at 10:32 history edited Math_Y CC BY-SA 4.0
added 77 characters in body
Apr 13, 2021 at 10:29 comment added Math_Y You are right. We have a condition that $\mathbf{X}_2$ is bounded. I append it to question.
Apr 13, 2021 at 4:14 comment added Artemy I believe that in your setup, the MI is unbounded. To see why, let $\mathbf{X}_1 = \mathbf{I}$ with probability 1, so $\mathbf{Y}=\mathbf{X_2} + \mathbf{Z}$. We then have $I(\mathbf{X_1},\mathbf{X_2};\mathbf{Y})=I(\mathbf{X_2};\mathbf{Y})=h(\mathbf{Y}) - h(\mathbf{Y}\vert \mathbf{X_2}) \ge h(\mathbf{X}_2) - h(\mathbf{Z})$. Now the differential entropy $ h(\mathbf{Z})$ is a finite quantity, while the differential entropy $h(\mathbf{X}_2)$ can be arbitrarily large. Hence, the MI can be arbitrarily large.
S Apr 7, 2021 at 12:27 history bounty started Math_Y
S Apr 7, 2021 at 12:27 history notice added Math_Y Draw attention
Apr 5, 2021 at 14:39 history edited YCor CC BY-SA 4.0
removed capitals from title
Apr 5, 2021 at 11:21 history asked Math_Y CC BY-SA 4.0