Distributed Simulation of Continuous Random Variables

DOI10.1109/TIT.2017.2735438MaRDI QIDQ4566495zbMATH OpenOpenAlexFDO

Authors

Publication date 27 June 2018

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.05875

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

Abstract: We establish the first known upper bound on the exact and Wyner's common information of $n$ continuous random variables in terms of the dual total correlation between them (which is a generalization of mutual information). In particular, we show that when the pdf of the random variables is log-concave, there is a constant gap of $n^{2}loge+9nlogn$ between this upper bound and the dual total correlation lower bound that does not depend on the distribution. The upper bound is obtained using a computationally efficient dyadic decomposition scheme for constructing a discrete common randomness variable $W$ from which the $n$ random variables can be simulated in a distributed manner. We then bound the entropy of $W$ using a new measure, which we refer to as the erosion entropy.

Cited in

(4)

• Concentration of information content for convex measures
• Collective Computation With Continuous Variables
• Common Information, Noise Stability, and Their Extensions
• Channel simulation: theory and applications to lossy compression and differential privacy

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