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Algebraic Properties of Wyner Common Information Solution under Graphical Constraints

Information Theory 2019-01-25 v1 math.IT

Abstract

The Constrained Minimum Determinant Factor Analysis (CMDFA) setting was motivated by Wyner's common information problem where we seek a latent representation of a given Gaussian vector distribution with the minimum mutual information under certain generative constraints. In this paper, we explore the algebraic structures of the solution space of the CMDFA, when the underlying covariance matrix Σx\Sigma_x has an additional latent graphical constraint, namely, a latent star topology. In particular, sufficient and necessary conditions in terms of the relationships between edge weights of the star graph have been found. Under such conditions and constraints, we have shown that the CMDFA problem has either a rank one solution or a rank n1n-1 solution where nn is the dimension of the observable vector. Further results are given in regards to the solution to the CMDFA with n1n-1 latent factors.

Cite

@article{arxiv.1901.06466,
  title  = {Algebraic Properties of Wyner Common Information Solution under Graphical Constraints},
  author = {Md Mahmudul Hasan and Shuangqing Wei and Ali Moharrer},
  journal= {arXiv preprint arXiv:1901.06466},
  year   = {2019}
}

Comments

9 pages, 2 figures. arXiv admin note: substantial text overlap with arXiv:1701.05952

R2 v1 2026-06-23T07:16:25.491Z