Directed information
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Directed information is an information theory measure that quantifies the information flow from the random string to the random string . The term directed information was coined by James Massey and is defined as[1]
This article provides insufficient context for those unfamiliar with the subject. (September 2016) |
where is the conditional mutual information .
Directed information has applications to problems where causality plays an important role such as the capacity of channels with feedback,[1][2][3][4] capacity of discrete memoryless networks,[5] capacity of networks with in-block memory,[6] gambling with causal side information,[7] compression with causal side information,[8] real-time control communication settings,[9][10] and statistical physics.[11]