Minimum Mutual Information and Non-Gaussianity Through the Maximum Entropy Method: Theory and Properties
The application of the Maximum Entropy (ME) principle leads to a minimum of the Mutual Information (MI), <em>I(X,Y)</em>, between random variables <em>X</em>,<em>Y</em>, which is compatible with prescribed joint expe...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2012-06-01
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Series: | Entropy |
Subjects: | |
Online Access: | http://www.mdpi.com/1099-4300/14/6/1103 |