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Answers for “互信息的 KL 散度表达式如何展开为求和?”

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The KL-divergence expression is expanded by applying the standard definition of discrete KL divergence. By setting P=p(x,y)P = p(x,y) and Q=p(x)p(y)Q = p(x)p(y), the divergence becomes a sum over all pairs (x,y)(x,y) in the joint support of the joint probability times the logarithm of the ratio of the joint probability to the product of the marginals.

Conditions: The derivation is for discrete distributions using probability mass functions.; The logarithm base is not explicitly stated in the expanded sum, though earlier entropy used base 2.; The ratio form requires p(x,y)>0p(x,y)>0 and p(x)p(y)>0p(x)p(y)>0 on the summed support.

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Conceptually, this formula identifies mutual information as the Kullback-Leibler (KL) divergence between the actual joint distribution p(x,y)p(x,y) and the independent reference distribution p(x)p(y)p(x)p(y). It measures how far the actual joint distribution is from pure independence.

Conditions: The displayed derivation is for discrete distributions using probability mass functions.; The ratio form requires p(x,y)>0p(x,y)>0 and p(x)p(y)>0p(x)p(y)>0 on the summed support.