Chain rule for mutual information
= Chain rule for mutual information
The information supplied by two observations decomposes as
$$
I(X;Y_1,Y_2)=I(X;Y_1)+I(X;Y_2\mid Y_1).
$$
= Chain rule for mutual information
The information supplied by two observations decomposes as
$$
I(X;Y_1,Y_2)=I(X;Y_1)+I(X;Y_2\mid Y_1).
$$