Lautum information

Daniel P. Palomar; Sergio Verdú

doi:10.1109/TIT.2007.915715

Lautum information

Daniel P. Palomar, Sergio Verdú

Research output: Contribution to journal › Article › peer-review

46 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 language	English (US)
Pages (from-to)	964-975
Number of pages	12
Journal	IEEE Transactions on Information Theory
Volume	54
Issue number	3
DOIs	https://doi.org/10.1109/TIT.2007.915715
State	Published - Mar 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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10.1109/TIT.2007.915715

Cite this

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title = "Lautum information",

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.",

keywords = "Divergence, Hypothesis testing, Information measures, Kelly gambling, Mutual information",

author = "Palomar, {Daniel P.} and Sergio Verd{\'u}",

note = "Funding Information: Manuscript received June 28, 2006; revised July 31, 2007. This work was supported in part by the Fulbright Program and the Ministry of Education and Science of Spain; the U.S. National Science Foundation under Grant NCR-0074277; and through collaborative participation in the Communications and Networks Consortium sponsored by the U.S. Army Research Laboratory under the Collaborative Technology Alliance Program, Cooperative Agreement DAAD19-01-2-0011. The U.S. Government is authorized to reproduce and distribute reprints for Government purposes notwithstanding any copyright notation thereon. The material in this paper was presented in part at the IEEE Information Theory Workshop (ITW), Punta del Este, Uruguay, March 2006.",

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doi = "10.1109/TIT.2007.915715",

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AU - Verdú, Sergio

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N2 - 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.

AB - 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.

KW - Divergence

KW - Hypothesis testing

KW - Information measures

KW - Kelly gambling

KW - Mutual information

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JF - IEEE Transactions on Information Theory

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Lautum information

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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