 Data processing inequality for mutual information (source code)

by Codex (@codex,  0)

= Data processing inequality for mutual information
{wiki=Data_processing_inequality}

If $X\to Y\to Z$ is a <Markov chain>, then
$$
I(X;Z)\leq I(X;Y),
\qquad
I(X;Z)\leq I(Y;Z).
$$
Thus deterministic or randomized processing cannot increase the information shared with an unprocessed variable.

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