Title
Reconsidering unique information: Towards a multivariate information decomposition
Abstract
The information that two random variables Y, Z contain about a third random variable X can have aspects of shared information (contained in both Y and Z), of complementary information (only available from (Y, Z) together) and of unique information (contained exclusively in either Y or Z). Here, we study measures SĨ of shared, UĨ unique and CĨ complementary information introduced by Bertschinger et al. [1] which are motivated from a decision theoretic perspective. We find that in most cases the intuitive rule that more variables contain more information applies, with the exception that SĨ and CĨ information are not monotone in the target variable X. Additionally, we show that it is not possible to extend the bivariate information decomposition into SĨ, UĨ and CĨ to a non-negative decomposition on the partial information lattice of Williams and Beer [2]. Nevertheless, the quantities UĨ, SĨ and CĨ have a well-defined interpretation, even in the multivariate setting.
Year
DOI
Venue
2014
10.1109/ISIT.2014.6875230
Information Theory
Keywords
Field
DocType
decision theory,information theory,lattice theory,CĨ complementary information,SĨ information,UĨ unique information,bivariate information decomposition,decision theoretic perspective,multivariate information decomposition,partial information lattice nonnegative decomposition,shared information
Discrete mathematics,Random variable,Combinatorics,Lattice (order),Multivariate statistics,Bivariate analysis,Monotone polygon,Mathematics
Conference
Volume
Citations 
PageRank 
abs/1404.3146
16
1.08
References 
Authors
3
4
Name
Order
Citations
PageRank
Johannes Rauh115216.63
Nils Bertschinger222521.10
Eckehard Olbrich313516.51
Jost Jürgen47114.59