Related papers: On Phi-entropic Dependence Measures and Non-local …
A measure of correlation is said to have the tensorization property if it is unchanged when computed for i.i.d.\ copies. More precisely, a measure of correlation between two random variables $(X, Y)$ denoted by $\rho(X, Y)$, has the…
We study the hypercontractivity ribbon and the $\Phi$-ribbon for joint distributions that obey a given independence structure, obtaining tight bounds in some basic regimes. For general independence structures, modeled as a hypergraph whose…
A function is said to be additive if, similar to mutual information, expands by a factor of $n$, when evaluated on $n$ i.i.d. repetitions of a source or channel. On the other hand, a function is said to satisfy the tensorization property if…
Non-locality is the phenomenon of observing strong correlations among the outcomes of local measurements of a multipartite physical system. No-signaling boxes are the abstract objects for studying non-locality, and wirings are local…
Two families of dependence measures between random variables are introduced. They are based on the R\'enyi divergence of order $\alpha$ and the relative $\alpha$-entropy, respectively, and both dependence measures reduce to Shannon's mutual…
Measuring the dependence of data plays a central role in statistics and machine learning. In this work, we summarize and generalize the main idea of existing information-theoretic dependence measures into a higher-level perspective by the…
We investigate the relative information content of six measures of dependence between two random variables $X$ and $Y$ for large or extreme events for several models of interest for financial time series. The six measures of dependence are…
In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…
Measuring strength or degree of statistical dependence between two random variables is a common problem in many domains. Pearson's correlation coefficient $\rho$ is an accurate measure of linear dependence. We show that $\rho$ is a…
Measuring and quantifying dependencies between random variables (RV's) can give critical insights into a data-set. Typical questions are: `Do underlying relationships exist?', `Are some variables redundant?', and `Is some target variable…
Entropic independence is a structural property of measures that underlies modern proofs of functional inequalities, notably (modified) log-Sobolev inequalities, via ``annealing'' or local-to-global schemes. Existing sufficient criteria for…
We propose to quantify dependence between two systems $X$ and $Y$ in a dataset $D$ based on the Bayesian comparison of two models: one, $H_0$, of statistical independence and another one, $H_1$, of dependence. In this framework, dependence…
The maximal correlation coefficient is a well-established generalization of the Pearson correlation coefficient for measuring non-linear dependence between random variables. It is appealing from a theoretical standpoint, satisfying…
The maximal (or Hilbertian) correlation coefficient between two random variables X and Y, denoted by \{X:Y\}, is the supremum of the |Corr(f(X),g(Y))| for real measurable functions f, g, where "Corr" denotes Pearson's correlation…
Pearson's $\rho$ is the most used measure of statistical dependence. It gives a complete characterization of dependence in the Gaussian case, and it also works well in some non-Gaussian situations. It is well known, however, that it has a…
We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asymptotic bounds for our test statistic and study its…
A comprehensive treatment of the quantification of randomness certified device-independently by using the Hardy and Cabello-Liang-Li (CLL) nonlocality relations is provided in the two parties - two measurements per party - two outcomes per…
The question of certifying quantum nonlocality under a relaxation of the assumptions in the Bell theorem has gained traction, with potential for device-independent applications under weak seeds and cross-talk. Recently, it was shown that…
Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…
Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a $2\times 2$ contingency table in a real number between $-1$ and $1$. Countless such…