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{{context|date=February 2012}}
'''Pointwise mutual information''' ('''PMI'''), or '''point mutual information''', is a measure of association used in [[information theory]] and [[statistics]].
 
==Definition==
The PMI of a pair of [[probability space|outcomes]] ''x'' and ''y'' belonging to [[discrete random variable]]s ''X'' and ''Y'' quantifies the discrepancy between the probability of their coincidence given their joint distribution and their individual distributions, assuming independence.  Mathematically:
 
: <math>
\operatorname{pmi}(x;y) \equiv \log\frac{p(x,y)}{p(x)p(y)} = \log\frac{p(x|y)}{p(x)} = \log\frac{p(y|x)}{p(y)}.
</math>
 
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 <math>p(x,y)</math>).
 
The measure is symmetric (<math>\operatorname{pmi}(x;y)=\operatorname{pmi}(y;x)</math>). It can take positive or negative values, but is zero if ''X'' and ''Y'' are [[statistical independence|independent]].  PMI maximizes when ''X'' and ''Y'' are [[perfectly associated]], yielding the following bounds:
 
:<math>
-\infty \leq \operatorname{pmi}(x;y) \leq \min\left[ -\log p(x), -\log p(y) \right] .
</math>
 
Finally, <math>\operatorname{pmi}(x;y)</math> will increase if <math>p(x|y)</math> is fixed but <math>p(x)</math>decreases.
 
Here is an example to illustrate:
{| border="1" cellpadding="2" class="wikitable"
!''x''!!''y''!!''p''(''x'',&nbsp;''y'')
|-
|0||0||0.1
|-
|0||1||0.7
|-
|1||0||0.15
|-
|1||1||0.05
|}
Using this table we can marginalize to get the following additional table for the individual distributions:
{| border="1" cellpadding="2" class="wikitable"
! !!''p''(''x'')!!''p''(''y'')
|-
|0||.8||0.25
|-
|1||.2||0.75
|}
With this example, we can compute four values for <math>pmi(x;y)</math>.  Using base-2 logarithms:
{| cellpadding="2"
|-
|pmi(x=0;y=0)||&minus;1
|-
|pmi(x=0;y=1)||0.222392421
|-
|pmi(x=1;y=0)||1.584962501
|-
|pmi(x=1;y=1)||&minus;1.584962501
|-
|}
 
(For reference, the [[mutual information]] <math>\operatorname{I}(X;Y)</math> would then be 0.214170945)
 
==Similarities to mutual information==
Pointwise Mutual Information has many of the same relationships as the mutual information. In particular,
 
<math>
\begin{align}
\operatorname{pmi}(x;y) &=& h(x) + h(y) - h(x,y) \\
&=& h(x) - h(x|y) \\
&=& h(y) - h(y|x)
\end{align}
</math>
 
Where <math>h(x)</math> is the [[self-information]], or <math>-\log_2 p(X=x)</math>.
 
==Normalized pointwise mutual information (npmi)==
Pointwise mutual information can be normalized between [-1,+1] resulting in -1 (in the limit) for never occurring together, 0 for independence, and +1 for complete [[co-occurrence]].
 
<math>
 
\operatorname{npmi}(x;y) = \frac{\operatorname{pmi}(x;y)}{-\log \left[ p(x, y) \right] }
 
</math>
 
==Chain-rule for pmi==
Pointwise mutual information follows the [[Chain_rule_%28disambiguation%29|chain rule]], that is,
:<math>\operatorname{pmi}(x;yz) = \operatorname{pmi}(x;y) + \operatorname{pmi}(x;z|y)</math>
 
This is easily proven by:
:<math>
\begin{align}
\operatorname{pmi}(x;y) + \operatorname{pmi}(x;z|y) & {} = \log\frac{p(x,y)}{p(x)p(y)} + \log\frac{p(x,z|y)}{p(x|y)p(z|y)} \\
& {} = \log \left[ \frac{p(x,y)}{p(x)p(y)} \frac{p(x,z|y)}{p(x|y)p(z|y)} \right] \\
& {} = \log \frac{p(x|y)p(y)p(x,z|y)}{p(x)p(y)p(x|y)p(z|y)} \\
& {} = \log \frac{p(x,yz)}{p(x)p(yz)} \\
& {} = \operatorname{pmi}(x;yz)
\end{align}
</math>
 
{{inline|date=February 2012}}
 
==References==
* {{cite web|title=Normalized (Pointwise) Mutual Information in Collocation Extraction|url=https://svn.spraakdata.gu.se/repos/gerlof/pub/www/Docs/npmi-pfd.pdf|last1=Bouma|first1=Gerloff|year=2009|publisher=Proceedings of the Biennial GSCL Conference}}
* {{cite book|last1=Fano|first1=R M|year=1961|title=Transmission of Information: A Statistical Theory of Communications|publisher=MIT Press, Cambridge, MA|chapter=chapter 2}}
 
==External links==
* [http://cwl-projects.cogsci.rpi.edu/msr/ Demo at Rensselaer MSR Server] (PMI values normalized to be between 0 and 1)
 
 
[[Category:Information theory]]
[[Category:Statistical dependence]]
[[Category:Entropy and information]]

Revision as of 09:44, 10 October 2013

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Here is my web site; http://Www.hostgator1centcoupon.info/ (support.file1.com) Pointwise mutual information (PMI), or point mutual information, is a measure of association used in information theory and statistics.

Definition

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:

pmi(x;y)logp(x,y)p(x)p(y)=logp(x|y)p(x)=logp(y|x)p(y).

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 p(x,y)).

The measure is symmetric (pmi(x;y)=pmi(y;x)). It can take positive or negative values, but is zero if X and Y are independent. PMI maximizes when X and Y are perfectly associated, yielding the following bounds:

pmi(x;y)min[logp(x),logp(y)].

Finally, pmi(x;y) will increase if p(x|y) is fixed but p(x)decreases.

Here is an example to illustrate:

x y p(xy)
0 0 0.1
0 1 0.7
1 0 0.15
1 1 0.05

Using this table we can marginalize to get the following additional table for the individual distributions:

p(x) p(y)
0 .8 0.25
1 .2 0.75

With this example, we can compute four values for pmi(x;y). Using base-2 logarithms:

pmi(x=0;y=0) −1
pmi(x=0;y=1) 0.222392421
pmi(x=1;y=0) 1.584962501
pmi(x=1;y=1) −1.584962501

(For reference, the mutual information I(X;Y) would then be 0.214170945)

Similarities to mutual information

Pointwise Mutual Information has many of the same relationships as the mutual information. In particular,

pmi(x;y)=h(x)+h(y)h(x,y)=h(x)h(x|y)=h(y)h(y|x)

Where h(x) is the self-information, or log2p(X=x).

Normalized pointwise mutual information (npmi)

Pointwise mutual information can be normalized between [-1,+1] resulting in -1 (in the limit) for never occurring together, 0 for independence, and +1 for complete co-occurrence.

npmi(x;y)=pmi(x;y)log[p(x,y)]

Chain-rule for pmi

Pointwise mutual information follows the chain rule, that is,

pmi(x;yz)=pmi(x;y)+pmi(x;z|y)

This is easily proven by:

pmi(x;y)+pmi(x;z|y)=logp(x,y)p(x)p(y)+logp(x,z|y)p(x|y)p(z|y)=log[p(x,y)p(x)p(y)p(x,z|y)p(x|y)p(z|y)]=logp(x|y)p(y)p(x,z|y)p(x)p(y)p(x|y)p(z|y)=logp(x,yz)p(x)p(yz)=pmi(x;yz)

Template:Inline

References

External links