Lautum information

Daniel P. Palomar, Sergio Verdú

Research output: Contribution to journalArticlepeer-review

27 Scopus citations

Abstract

A popular way to measure the degree of dependence between two random objects is by their mutual information, defined as the divergence between the joint and product-of-marginal distributions. We investigate an alternative measure of dependence: the lautum information defined as the divergence between the product-of-marginal and joint distributions, i.e., swapping the arguments in the definition of mutual information. Some operational characterizations and properties are provided for this alternative measure of information.

Original languageEnglish (US)
Pages (from-to)964-975
Number of pages12
JournalIEEE Transactions on Information Theory
Volume54
Issue number3
DOIs
StatePublished - Mar 1 2008

All Science Journal Classification (ASJC) codes

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

Keywords

  • Divergence
  • Hypothesis testing
  • Information measures
  • Kelly gambling
  • Mutual information

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