Extended Gray-Wyner System with Complementary Causal Side Information

We establish the rate region of an extended Gray-Wyner system for 2-DMS $(X,Y)$ with two additional decoders having complementary causal side information. This extension is interesting because in addition to the operationally significant extreme points of the Gray-Wyner rate region, which include Wyner's common information, G{\'a}cs-K{\"o}rner common information and information bottleneck, the rate region for the extended system also includes the K{\"o}rner graph entropy, the privacy funnel and excess functional information, as well as three new quantities of potential interest, as extreme points. To simplify the investigation of the 5-dimensional rate region of the extended Gray-Wyner system, we establish an equivalence of this region to a 3-dimensional mutual information region that consists of the set of all triples of the form $(I(X;U),\,I(Y;U),\,I(X,Y;U))$ for some $p_{U|X,Y}$. We further show that projections of this mutual information region yield the rate regions for many settings involving a 2-DMS, including lossless source coding with causal side information, distributed channel synthesis, and lossless source coding with a helper.