I went to listen to a workshop and some audience asked the presenter how the moments can improve the mutual information. I am learning the MI(Mutual Information) and moments so don't have enough knowledge to understand what it means. As I know so far, the moments generating functions find moments mathematical presentation for a random variable (Please correct me if I am wrong). Then, I have done some research but still have some confusions. I am wondering if anyone has more knowledge about this can clarify for me. Here are my questions.

  • Mutual information is usually calculated by bin functions to estimate the probability of two random variable which can be a case of two vectors X and Y. Is the moment generating function another way to estimate probability ?

  • If moment generating functions can present the probability of X and Y, how do we calculate it ?

  • Does a MI have a moments generating function?

  • If MI has a moments generating function, how can we present a MI of X and Y by its moments functions?

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