Chain rule (disambiguation)

Chain rule may refer to:

• Chain rule in calculus:

${\displaystyle {\frac {\mathrm {d} y}{\mathrm {d} x}}={\frac {\mathrm {d} y}{\mathrm {d} u}}\cdot {\frac {\mathrm {d} u}{\mathrm {d} x}}.}$

• Cyclic chain rule, or triple product rule:

${\displaystyle \left({\frac {\partial x}{\partial y}}\right)_{z}\left({\frac {\partial y}{\partial z}}\right)_{x}\left({\frac {\partial z}{\partial x}}\right)_{y}=-1.}$

• Chain rule (probability):

${\displaystyle \mathrm {P} (X_{1}=x_{1},\ldots ,X_{n}=x_{n})=\prod _{i=1}^{n}\mathrm {P} (X_{i}=x_{i}\mid X_{i+1}=x_{i+1},\ldots ,X_{n}=x_{n})}$

• Chain rule for Kolmogorov complexity:

${\displaystyle K(X,Y)=K(X)+K(Y|X)+O(\log(K(X,Y)))}$

• Chain rule for information entropy:

${\displaystyle H(X,Y)=H(X)+H(Y|X)}$

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