*** Welcome to piglix ***

Pointwise mutual information


Pointwise mutual information (PMI), or point mutual information, is a measure of association used in information theory and statistics. In contrast to mutual information (MI) which builds upon PMI, it refers to single events, whereas MI refers to the average of all possible events.

The PMI of a pair of outcomes x and y belonging to discrete random variables X and Y quantifies the discrepancy between the probability of their coincidence given their joint distribution and their individual distributions, assuming independence. Mathematically:

The mutual information (MI) of the random variables X and Y is the expected value of the PMI over all possible outcomes (with respect to the joint distribution ).

The measure is symmetric (). It can take positive or negative values, but is zero if X and Y are independent. Note that even though PMI may be negative or positive, its expected outcome over all joint events (MI) is positive. PMI maximizes when X and Y are perfectly associated (i.e. or ), yielding the following bounds:


...
Wikipedia

...