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Data processing inequality for mutual information

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Information theory Mutual information
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
If X→Y→Z is a Markov chain, then
I(X;Z)≤I(X;Y),I(X;Z)≤I(Y;Z).
(1)
Thus deterministic or randomized processing cannot increase the information shared with an unprocessed variable.

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  • Entropy submodularity for three independent sums
  • Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 164 / 1 / iii / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 224 / 1 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 224 / 1 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 224 / 1 / c / Solution

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