A Bivariate Measure of Redundant Information

Understand

We define a measure of redundant information based on projections in the space of probability distributions.

• Redundant information between random variables is information that is shared between those variables.
• But in contrast to mutual information, redundant information denotes information that is shared about the outcome of a third variable.
• Formalizing this concept, and being able to measure it, is required for the non-negative decomposition of mutual information into redundant and synergistic information.