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Related papers: Exact Common Information

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We consider the problem of quantifying the information shared by a pair of random variables $X_{1},X_{2}$ about another variable $S$. We propose a new measure of shared information, called extractable shared information, that is left…

Information Theory · Computer Science 2017-11-13 Johannes Rauh , Pradeep Kr. Banerjee , Eckehard Olbrich , Jürgen Jost , Nils Bertschinger

The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…

Machine Learning · Computer Science 2016-07-13 Yuanzhi Li , Andrej Risteski

Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…

Probability · Mathematics 2022-09-29 Damjan Škulj

The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…

Probability · Mathematics 2020-12-16 George P. Yanev

In this paper we consider the axiomatic characterization of information and certainty measures in a unified way. We present the general axiomatic system which captures the common properties of a large number of the measures previously…

Information Theory · Computer Science 2015-06-17 Velimir M. Ilic , Miomir S. Stankovic

We consider the notion of information distance between two objects x and y introduced by Bennett, G\'acs, Li, Vitanyi, and Zurek [1] as the minimal length of a program that computes x from y as well as computing y from x, and study…

Information Theory · Computer Science 2019-10-03 Bruno Bauwens , Alexander Shen

Given data over the joint distribution of two random variables $X$ and $Y$, we consider the problem of inferring the most likely causal direction between $X$ and $Y$. In particular, we consider the general case where both $X$ and $Y$ may be…

Machine Learning · Statistics 2017-10-17 Alexander Marx , Jilles Vreeken

We study common randomness generation problems where $n$ players aim to generate same sequences of random coin flips where some subsets of the players share an independent common coin which can be tossed multiple times, and there is a…

Information Theory · Computer Science 2023-12-08 Yanjun Han , Kedar Tatwawadi , Gowtham R. Kurri , Zhengqing Zhou , Vinod M. Prabhakaran , Tsachy Weissman

We introduce a random coding technique for transmission over discrete memoryless channels, reminiscent of the basic construction attaining the Gilbert-Varshamov bound for codes in Hamming spaces. The code construction is based on drawing…

Information Theory · Computer Science 2019-03-15 Anelia Somekh-Baruch , Jonathan Scarlett , Albert Guillén i Fàbregas

We propose two new measures for extracting the unique information in $X$ and not $Y$ about a message $M$, when $X, Y$ and $M$ are joint random variables with a given joint distribution. We take a Markov based approach, motivated by…

Information Theory · Computer Science 2023-07-21 Keerthana Gurushankar , Praveen Venkatesh , Pulkit Grover

We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…

Data Analysis, Statistics and Probability · Physics 2013-05-29 David V. Foster , Peter Grassberger

Distributed consensus and other linear systems with system stochastic matrices $W_k$ emerge in various settings, like opinion formation in social networks, rendezvous of robots, and distributed inference in sensor networks. The matrices…

Probability · Mathematics 2015-06-04 Dragana Bajovic , Joao Xavier , Jose M. F. Moura , Bruno Sinopoli

We study the measure of unique information $UI(T:X\setminus Y)$ defined by Bertschinger et al. (2014) within the framework of information decompositions. We study uniqueness and support of the solutions to the optimization problem…

Information Theory · Computer Science 2021-11-02 Johannes Rauh , Maik Schünemann , Jürgen Jost

The achievable information rate of finite-state input two-dimensional (2-D) channels with memory is an open problem, which is relevant, e.g., for inter-symbol-interference (ISI) channels and cellular multiple-access channels. We propose a…

Information Theory · Computer Science 2007-07-13 Ori Shental , Noam Shental , Shlomo Shamai

The classical Gray and Wyner source coding for a simple network for sources that generate a tuple of multivariate, correlated Gaussian random variables $(Y_1,Y_2)$ is re-examined using the geometric approach of Gaussian random variables,…

Information Theory · Computer Science 2021-02-16 Charalambos D. Charalambous , Jan H. van Schuppen

Four estimators of the directed information rate between a pair of jointly stationary ergodic finite-alphabet processes are proposed, based on universal probability assignments. The first one is a Shannon--McMillan--Breiman type estimator,…

Information Theory · Computer Science 2016-11-15 Jiantao Jiao , Haim H. Permuter , Lei Zhao , Young-Han Kim , Tsachy Weissman

The problem addressed concerns the determination of the average number of successive attempts of guessing a word of a certain length consisting of letters with given probabilities of occurrence. Both first- and second-order approximations…

Information Theory · Computer Science 2015-06-19 Kerstin Andersson

The sample complexity of estimating or maximising an unknown function in a reproducing kernel Hilbert space is known to be linked to both the effective dimension and the information gain associated with the kernel. While the information…

Machine Learning · Statistics 2026-01-16 Hamish Flynn

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon
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