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Entropy, Volume 19, Issue 8 (August 2017)
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Cover Story (view full-size image) How much uncertainty do we have about a given issue? And how relevant is it to another? Information [...] Read more. How much uncertainty do we have about a given issue? And how relevant is it to another? Information theory provides a framework for quantifying these notions, in terms of entropy, mutual information, and the like. However, it can be difficult to apply in practice, because difficult integrals appear in the calculations. I adapt the Nested Sampling algorithm used in Bayesian statistics, so that it can calculate information theoretic quantities, making applied information theory easier. View this paper