Mutual information (an entropy measure) is far more informative than correlation for decision-making; a correlation of 0 can coexist with infinite mutual information, showing the fundamental inadequacy of Pearson correlation for understanding dependence.
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Nassim Nicholas TalebEvidence Quote
“Mutual information which is an entropy measure is V more informative that's in a linear world and now you go nonlinear visibly if you have a v curve zero correlation and infinite Mutual information”
Created: 8/11/2026, 7:44:21 AM
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