Conditional mutual information

Venn diagram of information theoretic measures for three variables $x$, $y$, and $z$, represented by the lower left, lower right, and upper circles, respectively. The conditional mutual informations $I(x;z|y)$, $I(y;z|x)$ and $I(x;y|z)$ are represented by the yellow, cyan, and magenta regions, respectively.

In probability theory, particularly information theory, the conditional mutual information is, in its most basic form, the expected value of the mutual information of two random variables given the value of a third.