Pointwise mutual information In statistics, probability theory and information theory, pointwise mutual information (PMI), [1] or point mutualinformation, is a measure of association. It compares the probability of two events occurring together to what this probability would be if the events were independent. [2] In a confusion of terminology, Fano used the phrase mutualinformation to refer to what we now call pointwisemutualinformation and the phrase expectation of the mutual information for what we now call mutual information The term mutual information is drawn from the field of information theory. Information theory is busy with the quantification of information. For example, a central concept in this field is entropy, which we have discussed before. If you google the term “mutual information” you will land at some page which if you understand it, there would probably...See full list on eranraviv.comIf you know the result of a fair, six-sided die is larger than 4, the probability that it is a 5 is 1/2- while if you don’t know the result is larger than 4, then the probability remains 1/6. So the fact that you know the result is larger than 4 made a big difference for you in this case. But how big of a difference? We want to quantify how big is ...See full list on eranraviv.comThose “events” above are just random variables: what can happen? what is the probability of each of the possible outcomes? If we denote those random variables as x and y, the formula for pointwise information is very closely related to that of conditional probability. The link between conditional probability and mutual information is your main engi...See full list on eranraviv.comIn this code we pull some ETF data from yahoo, for TLT (US treasury bonds) and SPY (US S&P 500 stocks). We create two series of daily returns for those two tickers. Now let’s define the our random variables. X would be: “returns of TLT is below it’s 5% quantile”. The random variable Y would be: “returns of SPY is below it’s 5% quantile”, so two bin...See full list on eranraviv.comThe pointwise mutual information can be understood as a scaled conditional probability. The pointwise mutual information represents a quantified measure for how much more- or less likely we are to see the two events co-occur,given their individual probabilities, and relative to the case where the two are completely independent. Information Theory: ...See full list on eranraviv.com Pointwise Mutual Information (PMI) is a fundamental information-theoretic measure that quantifies the degree to which two events (or random variables) co-occur more (or less) often than expected by chance. In statistics, probability theory and information theory, pointwisemutualinformation (PMI), or point mutualinformation, is a measure of association. It compares the probability of two events occurring together to what this probability would be if the events were independent. The concept was introduced in 1961 by Robert Fano under the name of "mutualinformation", but today that term is ... Pointwisemutualinformation (PMI) is a measure commonly used in natural language processing to determine the semantic similarity between pairs of words. · Pointwise Mutual Information (PMI) is a fundamental concept in natural language processing (NLP) and information theory. It measures the mutual information between two random variables, typically used to analyze the relationship between words in a language. Pointwise Mutual Information (PMI) is a fundamental information-theoretic measure that quantifies the degree to which two events (or random variables) co-occur more (or less) often than expected by chance. In statistics, probability theory and information theory, pointwisemutualinformation (PMI), or point mutualinformation, is a measure of association. It compares the probability of two events occurring together to what this probability would be if the events were independent. The concept was introduced in 1961 by Robert Fano under the name of "mutualinformation", but today that term is ... Pointwisemutualinformation (PMI) is a measure commonly used in natural language processing to determine the semantic similarity between pairs of words. · Pointwise Mutual Information (PMI) is a fundamental concept in natural language processing (NLP) and information theory. It measures the mutual information between two random variables, typically used to analyze the relationship between words in a language.
