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What is the non-asymptotic counterpart of the mutual information?

The mutual information of a joint probability distribution $p(x,y)$ tells us, if we send $n$-letter messages with each letter drawn from the marginal distribution $p_X(x)$, that we can use roughly $2^{...
glS's user avatar
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How to best explain prediction vs uncertainty in the case of probabilities

In my mind, (I think) I understand the difference between prediction and uncertainty about that prediction. The prediction comes from a model (say a LPM or a Probit) and the uncertainty is related to ...
amrods's user avatar
  • 299