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Estimation-Theoretic Representation of Mutual Information

Daniel Pérez Palomar, Sergio Verdú

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Abstract

A fundamental relationship between information theory and estimation theory was recently unveiled for the Gaussian channel, relating the derivative of mutual information with the minimum mean-square error. This paper generalizes this fundamental link between information theory and estimation theory to arbitrary channels and in particular encompasses the discrete memoryless channel (DMC). In addition to the intrinsic theoretical interest of such a result, it naturally leads to an efficient numerical computation of mutual information for cases in which it was previously infeasible such as with LDPC codes. 1

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What this paper is about

A fundamental relationship between information theory and estimation theory was recently unveiled for the Gaussian channel, relating the derivative of mutual information with the minimum mean-square error. This paper generalizes this fundamental link between information theory and estimation theory to arbitrary channels and in particular encompasses the discrete memoryless channel (DMC). In addition to the intrinsic theoretical interest of such a result, it naturally leads to an efficient numerical computation of mutual information for cases in which it was previously infeasible such as with LDPC codes. 1

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Available abstract

A fundamental relationship between information theory and estimation theory was recently unveiled for the Gaussian channel, relating the derivative of mutual information with the minimum mean-square error. This paper generalizes this fundamental link between information theory and estimation theory to arbitrary channels and in particular encompasses the discrete memoryless channel (DMC). In addition to the intrinsic theoretical interest of such a result, it naturally leads to an efficient numerical computation of mutual information for cases in which it was previously infeasible such as with LDPC codes. 1

Key concepts: Mutual information, Information theory, Channel (broadcasting), Computer science, Representation (politics), Gaussian, Computation, Mathematics

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