Abstract | ||
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The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY}$ , which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of $(X,Y)$ is given by the marginal distributions $P_{X}, P_{Y}$ and the adjacency relation induced by the joint distribution, where $x$ and $y$ are adjacent if $P(x,y)>0$ . We derive a lower bound on the mutual information in terms of these entities. The bound is obtained by viewing the channel from $X$ to $Y$ as a probability distribution on a set of possible actions, where an action determines the output for any possible input, and is independently drawn. We also provide an alternative proof based on convex optimization that yields a generally tighter bound. Finally, we derive an upper bound on the mutual information in terms of adjacency events between the action and the pair $(X,Y)$ , where in this case, an action $a$ and a pair $(x,y)$ are adjacent if $y=a(x)$ . As an example, we apply our bounds to the binary deletion channel and show that for the special case of an independent identically distributed input distribution and a range of deletion probabilities, our lower and upper bounds both outperform the best known bounds for the mutual information. |
Year | DOI | Venue |
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2016 | 10.1109/TIT.2016.2609390 | IEEE Trans. Information Theory |
Keywords | Field | DocType |
Mutual information,Uncertainty,Entropy,Upper bound,Probability distribution,Convex functions,Random variables | Discrete mathematics,Combinatorics,Joint probability distribution,Upper and lower bounds,Probability distribution,Convex function,Mutual information,Deletion channel,Conditional mutual information,Marginal distribution,Mathematics | Journal |
Volume | Issue | ISSN |
62 | 11 | 0018-9448 |
Citations | PageRank | References |
1 | 0.36 | 5 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Yanjun Han | 1 | 98 | 13.49 |
Or Ordentlich | 2 | 121 | 18.37 |
Ofer Shayevitz | 3 | 158 | 26.41 |