Information theory

Based on the probability mass function of each source symbol to be communicated, the Shannon entropy H, in units of bits (per symbol), is given by

${\displaystyle H=-\sum _{i}p_{i}\log _{2}(p_{i})}$

where p_i is the probability of occurrence of the i-th possible value of the source symbol. This equation gives the entropy in the units of "bits" (per symbol) because it uses a logarithm of base 2, and this base-2 measure of entropy has sometimes been called the shannon in his honor. Entropy is also commonly computed using the natural logarithm (base e, where e is Euler's number), which produces a measurement of entropy in nats per symbol and sometimes simplifies the analysis by avoiding the need to include extra constants in the formulas. Other bases are also possible, but less commonly used. For example, a logarithm of base 2⁸ = 256 will produce a measurement in bytes per symbol, and a logarithm of base 10 will produce a measurement in decimal digits (or hartleys) per symbol.

Intuitively, the entropy H_X of a discrete random variable X is a measure of the amount of uncertainty associated with the value of X when only its distribution is known.

The entropy of a source that emits a sequence of N symbols that are independent and identically distributed (iid) is N ⋅ H bits (per message of N symbols). If the source data symbols are identically distributed but not independent, the entropy of a message of length N will be less than N ⋅ H.

The entropy of a Bernoulli trial as a function of success probability, often called the binary entropy function, H_b(p). The entropy is maximized at 1 bit per trial when the two possible outcomes are equally probable, as in an unbiased coin toss.

If one transmits 1000 bits (0s and 1s), and the value of each of these bits is known to the receiver (has a specific value with certainty) ahead of transmission, it is clear that no information is transmitted. If, however, each bit is independently equally likely to be 0 or 1, 1000 shannons of information (more often called bits) have been transmitted. Between these two extremes, information can be quantified as follows. If ${\displaystyle \mathbb {X} }$ is the set of all messages {x₁, ..., x_n} that X could be, and p(x) is the probability of some ${\displaystyle x\in \mathbb {X} }$, then the entropy, H, of X is defined:[15]

${\displaystyle H(X)=\mathbb {E} _{X}[I(x)]=-\sum _{x\in \mathbb {X} }p(x)\log p(x).}$

(Here, I(x) is the self-information, which is the entropy contribution of an individual message, and ${\displaystyle \mathbb {E} _{X}}$ is the expected value.) A property of entropy is that it is maximized when all the messages in the message space are equiprobable p(x) = 1/n; i.e., most unpredictable, in which case H(X) = log n.

The special case of information entropy for a random variable with two outcomes is the binary entropy function, usually taken to the logarithmic base 2, thus having the shannon (Sh) as unit:

${\displaystyle H_{\mathrm {b} }(p)=-p\log _{2}p-(1-p)\log _{2}(1-p).}$

The joint entropy of two discrete random variables X and Y is merely the entropy of their pairing: (X, Y). This implies that if X and Y are independent, then their joint entropy is the sum of their individual entropies.

For example, if (X, Y) represents the position of a chess piece—X the row and Y the column, then the joint entropy of the row of the piece and the column of the piece will be the entropy of the position of the piece.

${\displaystyle H(X,Y)=\mathbb {E} _{X,Y}[-\log p(x,y)]=-\sum _{x,y}p(x,y)\log p(x,y)\,}$

Despite similar notation, joint entropy should not be confused with cross-entropy.

The conditional entropy or conditional uncertainty of X given random variable Y (also called the equivocation of X about Y) is the average conditional entropy over Y:[16]

${\displaystyle H(X|Y)=\mathbb {E} _{Y}[H(X|y)]=-\sum _{y\in Y}p(y)\sum _{x\in X}p(x|y)\log p(x|y)=-\sum _{x,y}p(x,y)\log p(x|y).}$

Because entropy can be conditioned on a random variable or on that random variable being a certain value, care should be taken not to confuse these two definitions of conditional entropy, the former of which is in more common use. A basic property of this form of conditional entropy is that:

${\displaystyle H(X|Y)=H(X,Y)-H(Y).\,}$

Mutual information measures the amount of information that can be obtained about one random variable by observing another. It is important in communication where it can be used to maximize the amount of information shared between sent and received signals. The mutual information of X relative to Y is given by:

${\displaystyle I(X;Y)=\mathbb {E} _{X,Y}[SI(x,y)]=\sum _{x,y}p(x,y)\log {\frac {p(x,y)}{p(x)\,p(y)}}}$

where SI (Specific mutual Information) is the pointwise mutual information.

A basic property of the mutual information is that

${\displaystyle I(X;Y)=H(X)-H(X|Y).\,}$

That is, knowing Y, we can save an average of I(X; Y) bits in encoding X compared to not knowing Y.

Mutual information is symmetric:

${\displaystyle I(X;Y)=I(Y;X)=H(X)+H(Y)-H(X,Y).\,}$

Mutual information can be expressed as the average Kullback–Leibler divergence (information gain) between the posterior probability distribution of X given the value of Y and the prior distribution on X:

${\displaystyle I(X;Y)=\mathbb {E} _{p(y)}[D_{\mathrm {KL} }(p(X|Y=y)\|p(X))].}$

In other words, this is a measure of how much, on the average, the probability distribution on X will change if we are given the value of Y. This is often recalculated as the divergence from the product of the marginal distributions to the actual joint distribution:

${\displaystyle I(X;Y)=D_{\mathrm {KL} }(p(X,Y)\|p(X)p(Y)).}$

Mutual information is closely related to the log-likelihood ratio test in the context of contingency tables and the multinomial distribution and to Pearson's χ² test: mutual information can be considered a statistic for assessing independence between a pair of variables, and has a well-specified asymptotic distribution.

The Kullback–Leibler divergence (or information divergence, information gain, or relative entropy) is a way of comparing two distributions: a "true" probability distribution ${\displaystyle p(X)}$, and an arbitrary probability distribution ${\displaystyle q(X)}$. If we compress data in a manner that assumes ${\displaystyle q(X)}$ is the distribution underlying some data, when, in reality, ${\displaystyle p(X)}$ is the correct distribution, the Kullback–Leibler divergence is the number of average additional bits per datum necessary for compression. It is thus defined

${\displaystyle D_{\mathrm {KL} }(p(X)\|q(X))=\sum _{x\in X}-p(x)\log {q(x)}\,-\,\sum _{x\in X}-p(x)\log {p(x)}=\sum _{x\in X}p(x)\log {\frac {p(x)}{q(x)}}.}$

Although it is sometimes used as a 'distance metric', KL divergence is not a true metric since it is not symmetric and does not satisfy the triangle inequality (making it a semi-quasimetric).

Another interpretation of the KL divergence is the "unnecessary surprise" introduced by a prior from the truth: suppose a number X is about to be drawn randomly from a discrete set with probability distribution ${\displaystyle p(x)}$. If Alice knows the true distribution ${\displaystyle p(x)}$, while Bob believes (has a prior) that the distribution is ${\displaystyle q(x)}$, then Bob will be more surprised than Alice, on average, upon seeing the value of X. The KL divergence is the (objective) expected value of Bob's (subjective) surprisal minus Alice's surprisal, measured in bits if the log is in base 2. In this way, the extent to which Bob's prior is "wrong" can be quantified in terms of how "unnecessarily surprised" it is expected to make him.

Directed information, ${\displaystyle I(X^{n}\to Y^{n})}$, is an information theory measure that quantifies the information flow from the random process ${\displaystyle X^{n}=\{X_{1},X_{2},\dots ,X_{n}\}}$ to the random process ${\displaystyle Y^{n}=\{Y_{1},Y_{2},\dots ,Y_{n}\}}$. The term directed information was coined by James Massey and is defined as

${\displaystyle I(X^{n}\to Y^{n})\triangleq \sum _{i=1}^{n}I(X^{i};Y_{i}|Y^{i-1})}$,

where ${\displaystyle I(X^{i};Y_{i}|Y^{i-1})}$ is the conditional mutual information ${\displaystyle I(X_{1},X_{2},...,X_{i};Y_{i}|Y_{1},Y_{2},...,Y_{i-1})}$.

In contrast to mutual information, directed information is not symmetric. The ${\displaystyle I(X^{n}\to Y^{n})}$ measures the information bits that are transmitted causally^{[definition of causal transmission?]} from ${\displaystyle X^{n}}$ to ${\displaystyle Y^{n}}$. The Directed information has many applications in problems where causality plays an important role such as capacity of channel with feedback,[17][18] capacity of discrete memoryless networks with feedback,[19] gambling with causal side information,[20] compression with causal side information,[21] and in real-time control communication settings,[22][23] statistical physics.[24]

Other important information theoretic quantities include Rényi entropy (a generalization of entropy), differential entropy (a generalization of quantities of information to continuous distributions), and the conditional mutual information.

Any process that generates successive messages can be considered a source of information. A memoryless source is one in which each message is an independent identically distributed random variable, whereas the properties of ergodicity and stationarity impose less restrictive constraints. All such sources are stochastic. These terms are well studied in their own right outside information theory.

Information rate is the average entropy per symbol. For memoryless sources, this is merely the entropy of each symbol, while, in the case of a stationary stochastic process, it is

${\displaystyle r=\lim _{n\to \infty }H(X_{n}|X_{n-1},X_{n-2},X_{n-3},\ldots );}$

that is, the conditional entropy of a symbol given all the previous symbols generated. For the more general case of a process that is not necessarily stationary, the average rate is

${\displaystyle r=\lim _{n\to \infty }{\frac {1}{n}}H(X_{1},X_{2},\dots X_{n});}$

that is, the limit of the joint entropy per symbol. For stationary sources, these two expressions give the same result.[25]

Information rate is defined as

${\displaystyle r=\lim _{n\to \infty }{\frac {1}{n}}I(X_{1},X_{2},\dots X_{n};Y_{1},Y_{2},\dots Y_{n});}$

It is common in information theory to speak of the "rate" or "entropy" of a language. This is appropriate, for example, when the source of information is English prose. The rate of a source of information is related to its redundancy and how well it can be compressed, the subject of source coding.

Communications over a channel is the primary motivation of information theory. However, channels often fail to produce exact reconstruction of a signal; noise, periods of silence, and other forms of signal corruption often degrade quality.

Consider the communications process over a discrete channel. A simple model of the process is shown below:

${\displaystyle {\xrightarrow[{\text{Message}}]{W}}{\begin{array}{|c| }\hline {\text{Encoder}}\\f_{n}\\\hline \end{array}}{\xrightarrow[{\mathrm {Encoded \atop sequence} }]{X^{n}}}{\begin{array}{|c| }\hline {\text{Channel}}\\p(y|x)\\\hline \end{array}}{\xrightarrow[{\mathrm {Received \atop sequence} }]{Y^{n}}}{\begin{array}{|c| }\hline {\text{Decoder}}\\g_{n}\\\hline \end{array}}{\xrightarrow[{\mathrm {Estimated \atop message} }]{\hat {W}}}}$

Here X represents the space of messages transmitted, and Y the space of messages received during a unit time over our channel. Let p(y|x) be the conditional probability distribution function of Y given X. We will consider p(y|x) to be an inherent fixed property of our communications channel (representing the nature of the noise of our channel). Then the joint distribution of X and Y is completely determined by our channel and by our choice of f(x), the marginal distribution of messages we choose to send over the channel. Under these constraints, we would like to maximize the rate of information, or the signal, we can communicate over the channel. The appropriate measure for this is the mutual information, and this maximum mutual information is called the channel capacity and is given by:

${\displaystyle C=\max _{f}I(X;Y).\!}$

This capacity has the following property related to communicating at information rate R (where R is usually bits per symbol). For any information rate R < C and coding error ε > 0, for large enough N, there exists a code of length N and rate ≥ R and a decoding algorithm, such that the maximal probability of block error is ≤ ε; that is, it is always possible to transmit with arbitrarily small block error. In addition, for any rate R > C, it is impossible to transmit with arbitrarily small block error.

Channel coding is concerned with finding such nearly optimal codes that can be used to transmit data over a noisy channel with a small coding error at a rate near the channel capacity.

• A continuous-time analog communications channel subject to Gaussian noise—see Shannon–Hartley theorem.
• A binary symmetric channel (BSC) with crossover probability p is a binary input, binary output channel that flips the input bit with probability p. The BSC has a capacity of 1 − H_b(p) bits per channel use, where H_b is the binary entropy function to the base-2 logarithm:

• A binary erasure channel (BEC) with erasure probability p is a binary input, ternary output channel. The possible channel outputs are 0, 1, and a third symbol 'e' called an erasure. The erasure represents complete loss of information about an input bit. The capacity of the BEC is 1 − p bits per channel use.

In practice many channels have memory. Namely, at time ${\displaystyle i}$ the channel is given by the conditional probability ${\displaystyle P(y_{i}|x_{i},x_{i-1},x_{i-2},...,x_{1},y_{i-1},y_{i-2},...,y_{1}).}$. It is often more comfortable to use the notation ${\displaystyle x^{i}=(x_{i},x_{i-1},x_{i-2},...,x_{1})}$ and the channel become ${\displaystyle P(y_{i}|x^{i},y^{i-1}).}$. In such a case the capacity is given by the mutual information rate when there is no feedback available and the Directed information rate in the case that either there is feedback or not[26][27] (if there is no feedback the directed information equals the mutual information).

Information theoretic concepts apply to cryptography and cryptanalysis. Turing's information unit, the ban, was used in the Ultra project, breaking the German Enigma machine code and hastening the end of World War II in Europe. Shannon himself defined an important concept now called the unicity distance. Based on the redundancy of the plaintext, it attempts to give a minimum amount of ciphertext necessary to ensure unique decipherability.

Information theory leads us to believe it is much more difficult to keep secrets than it might first appear. A brute force attack can break systems based on asymmetric key algorithms or on most commonly used methods of symmetric key algorithms (sometimes called secret key algorithms), such as block ciphers. The security of all such methods comes from the assumption that no known attack can break them in a practical amount of time.

Information theoretic security refers to methods such as the one-time pad that are not vulnerable to such brute force attacks. In such cases, the positive conditional mutual information between the plaintext and ciphertext (conditioned on the key) can ensure proper transmission, while the unconditional mutual information between the plaintext and ciphertext remains zero, resulting in absolutely secure communications. In other words, an eavesdropper would not be able to improve his or her guess of the plaintext by gaining knowledge of the ciphertext but not of the key. However, as in any other cryptographic system, care must be used to correctly apply even information-theoretically secure methods; the Venona project was able to crack the one-time pads of the Soviet Union due to their improper reuse of key material.

Pseudorandom number generators are widely available in computer language libraries and application programs. They are, almost universally, unsuited to cryptographic use as they do not evade the deterministic nature of modern computer equipment and software. A class of improved random number generators is termed cryptographically secure pseudorandom number generators, but even they require random seeds external to the software to work as intended. These can be obtained via extractors, if done carefully. The measure of sufficient randomness in extractors is min-entropy, a value related to Shannon entropy through Rényi entropy; Rényi entropy is also used in evaluating randomness in cryptographic systems. Although related, the distinctions among these measures mean that a random variable with high Shannon entropy is not necessarily satisfactory for use in an extractor and so for cryptography uses.

One early commercial application of information theory was in the field of seismic oil exploration. Work in this field made it possible to strip off and separate the unwanted noise from the desired seismic signal. Information theory and digital signal processing offer a major improvement of resolution and image clarity over previous analog methods.[28]

Semioticians Doede Nauta and Winfried Nöth both considered Charles Sanders Peirce as having created a theory of information in his works on semiotics.[29]^: 171[30]^: 137 Nauta defined semiotic information theory as the study of "the internal processes of coding, filtering, and information processing."[29]^: 91

Concepts from information theory such as redundancy and code control have been used by semioticians such as Umberto Eco and Ferruccio Rossi-Landi to explain ideology as a form of message transmission whereby a dominant social class emits its message by using signs that exhibit a high degree of redundancy such that only one message is decoded among a selection of competing ones.[31]

Quantitative information theoretic methods have been applied in cognitive science to analyze the integrated process organization of neural information in the context of the binding problem in cognitive neuroscience.[32] In this context, either an information-theoretical measure, such as functional clusters (Gerald Edelman and Giulio Tononi's functional clustering model and dynamic core hypothesis (DCH)[33]) or effective information (Tononi's integrated information theory (IIT) of consciousness[34][35][36]), is defined (on the basis of a reentrant process organization, i.e. the synchronization of neurophysiological activity between groups of neuronal populations), or the measure of the minimization of free energy on the basis of statistical methods (Karl J. Friston's free energy principle (FEP), an information-theoretical measure which states that every adaptive change in a self-organized system leads to a minimization of free energy, and the Bayesian brain hypothesis[37][38][39][40][41]).

Information theory also has applications in gambling, black holes, and bioinformatics.

• Hartley, R.V.L.
• History of information theory
• Shannon, C.E.
• Timeline of information theory
• Yockey, H.P.