Figure 7.

The origin of nonlinear correlation transfer. A, A schematic diagram of correlation gain. B, Schematic diagrams of the change in a bivariate Gaussian probability distribution with changing correlation. The probability that a sample from the distribution takes on a value >1 on both dimensions (Φ₂) is indicated on each panel, along with the change in this probability relative to that corresponding to the next lowest correlation. C, A schematic diagram of variance gain. D, A schematic diagram of the change in a univariate Gaussian probability distribution with changing variance. The probability that a sample from the distribution takes on a value >1 (Φ) is indicated on each panel, along with the change in this probability relative to that corresponding to the next lowest variance. E, Schematic diagrams of the change in a bivariate Gaussian probability distribution with changing variance. The probability that a sample from the distribution takes on a value >1 on both dimensions (Φ₂) is indicated on each panel, along with the change in this probability relative to that corresponding to the next lowest variance.