At the bottom, the author mentions that by "correlation" they don't mean "linear correlation", but all their diagrams show the presence or absence of a clear linear correlation, and code examples use linear functions of random variables.
They offhandedly say that "correlation" means "association" or "mutual information", so why not just do the whole post in terms of mutual information? I think the main issue with that is just that some of these points become tautologies -- e.g. the first point, "independent variables have zero mutual information" ends up being just one implication of the definition of mutual information.
They offhandedly say that "correlation" means "association" or "mutual information", so why not just do the whole post in terms of mutual information? I think the main issue with that is just that some of these points become tautologies -- e.g. the first point, "independent variables have zero mutual information" ends up being just one implication of the definition of mutual information.