Secure Systems Group
Menu×

Wiki Home

Mutual information

Definition

The mutual information I(X;Y) between two random variables measures how much knowing one reduces uncertainty about the other. It is the KL divergence between the joint distribution P(X,Y) and the product of the marginals P(X)P(Y), so it is zero exactly when X and Y are independent, never negative, and symmetric in its two arguments. The canonical formalization is Shannon’s, presented in standard texts (Cover, 1999).

Mutual information decomposes through entropy: I(X;Y) = H(X) - H(X|Y) = H(Y) - H(Y|X), where H(X) is the entropy of X and H(X|Y) is the conditional entropy remaining after Y is observed. Reducing the mutual information between a secret and an observable therefore raises the conditional entropy of the secret given the observable, which is why the quantity reads as an information-leakage measure in security and privacy: it upper-bounds how much any function of the observable can reveal about the secret. The same quantity is the rate term in rate-distortion theory, where minimizing I(X;\hat{X}) subject to a bound on a distortion measure between a source X and its compressed representation \hat{X} gives the smallest description that stays within the allowed distortion.

Papers that use this concept

See also

References

  • Cover, T.M. “Elements of Information Theory.” John Wiley & Sons, 1999.