The design of mutual information as a global correlation quantifier
Using first principles from inference, we design a set of functionals for the purposes of ranking joint probability distributions with respect to their correlations. Starting with a general functional, we impose its desired behavior through the Principle of Constant Correlations (PCC), which constra...
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| Format: | Article |
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MDPI
2020
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| Online Access: | https://hdl.handle.net/1721.1/125652 |