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...

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Bibliographic Details
Main Authors: Rui A. P. Perdigão, Carlos A. L. Pires
Format: Article
Language:English
Published: MDPI AG 2012-06-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/14/6/1103