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We establish the first known upper bound on the exact and Wyner's common information of $n$ continuous random variables in terms of the dual total correlation between them (which is a generalization of mutual information). In particular, we…

Information Theory · Computer Science 2018-12-11 Cheuk Ting Li , Abbas El Gamal

We study an information analogue of infinitely divisible probability distributions, where the i.i.d. sum is replaced by the joint distribution of an i.i.d. sequence. A random variable $X$ is called informationally infinitely divisible if,…

Information Theory · Computer Science 2023-07-19 Cheuk Ting Li

This paper introduces the notion of exact common information, which is the minimum description length of the common randomness needed for the exact distributed generation of two correlated random variables $(X,Y)$. We introduce the quantity…

Information Theory · Computer Science 2014-02-04 Gowtham Ramani Kumar , Cheuk Ting Li , Abbas El Gamal

We study a generalized version of Wyner's common information problem (also coined the distributed source simulation problem). The original common information problem consists in understanding the minimum rate of the common input to…

Information Theory · Computer Science 2019-12-04 Lei Yu , Vincent Y. F. Tan

The problem of how to properly quantify redundant information is an open question that has been the subject of much recent research. Redundant information refers to information about a target variable S that is common to two or more…

Information Theory · Computer Science 2017-07-14 Robin A. A. Ince

Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…

Information Theory · Computer Science 2017-01-04 Günther Koliander , Georg Pichler , Erwin Riegler , Franz Hlawatsch

Entropy governs molecular self-assembly, phase transitions, and material stability, yet remains challenging to quantify and directly control in molecular systems. Here, we demonstrate that the computable information density (CID), a data…

Statistical Mechanics · Physics 2026-02-27 Ashley Z. Guo , Kaelyn Chang , Nicholas J. Corrente

Common information (CI) is ubiquitous in information theory and related areas such as theoretical computer science and discrete probability. However, because there are multiple notions of CI, a unified understanding of the deep…

Information Theory · Computer Science 2022-11-04 Lei Yu , Vincent Y. F. Tan

Measuring the relationship between any pair of variables is a rich and active area of research that is central to scientific practice. In contrast, characterizing the common information among any group of variables is typically a…

Machine Learning · Statistics 2017-06-20 Greg Ver Steeg , Shuyang Gao , Kyle Reing , Aram Galstyan

We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…

Conceptually, partial information decomposition (PID) is concerned with separating the information contributions several sources hold about a certain target by decomposing the corresponding joint mutual information into contributions such…

Information Theory · Computer Science 2021-06-25 Kyle Schick-Poland , Abdullah Makkeh , Aaron J. Gutknecht , Patricia Wollstadt , Anja Sturm , Michael Wibral

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of…

Probability · Mathematics 2019-06-05 A. D. Barbour , Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

We observe an infinite sequence of independent identically distributed random variables $X_1,X_2,\ldots$ drawn from an unknown distribution $p$ over $[n]$, and our goal is to estimate the entropy $H(p)=-\mathbb{E}[\log p(X)]$ within an…

Information Theory · Computer Science 2025-04-24 Tomer Berg , Or Ordentlich , Ofer Shayevitz

We propose a notion of common information that allows one to quantify and separate the information that is shared between two random variables from the information that is unique to each. Our notion of common information is defined by an…

Machine Learning · Computer Science 2023-11-07 Michael Kleinman , Alessandro Achille , Stefano Soatto , Jonathan Kao

In 1959, R\'enyi proposed the information dimension and the $d$-dimensional entropy to measure the information content of general random variables. This paper proposes a generalization of information dimension to stochastic processes by…

Information Theory · Computer Science 2019-09-26 Bernhard C. Geiger , Tobias Koch

Exponential models of distributions are widely used in machine learning for classiffication and modelling. It is well known that they can be interpreted as maximum entropy models under empirical expectation constraints. In this work, we…

Machine Learning · Computer Science 2012-07-19 Amir Globerson , Naftali Tishby

We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…

Information Theory · Computer Science 2020-10-27 Yanjun Han

The authors have recently defined the R\'enyi information dimension rate $d(\{X_t\})$ of a stationary stochastic process $\{X_t,\,t\in\mathbb{Z}\}$ as the entropy rate of the uniformly-quantized process divided by minus the logarithm of the…

Information Theory · Computer Science 2019-10-11 Bernhard C. Geiger , Tobias Koch

Wyner's common information was originally defined for a pair of dependent discrete random variables. Its significance is largely reflected in, hence also confined to, several existing interpretations in various source coding problems. This…

Information Theory · Computer Science 2013-01-11 Ge Xu , Wei Liu , Biao Chen

An important notion of common information between two random variables is due to Wyner. In this paper, we derive a lower bound on Wyner's common information for continuous random variables. The new bound improves on the only other general…

Information Theory · Computer Science 2021-02-17 Erixhen Sula , Michael Gastpar
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