Mutual Information Matrices Are Not Always Positive Semidefinite

DOI10.1109/TIT.2014.2311434zbMATH Open1360.62027arXiv1307.6673OpenAlexW1975323904MaRDI QIDQ2986381FDOQ2986381

Sune Kristian Jakobsen

Publication date: 16 May 2017

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

Abstract: For discrete random variables X_1,..., X_n we construct an n by n matrix. In the (i,j) entry we put the mutual information I(X_i;X_j) between X_i and X_j. In particular, in the (i,i) entry we put the entropy H(X_i)=I(X_i;X_i) of X_i. This matrix, called the mutual information matrix of (X_1,...,X_n), has been conjectured to be positive semi-definite. In this note, we give counterexamples to the conjecture, and show that the conjecture holds for up to three random variables.

Full work available at URL: https://arxiv.org/abs/1307.6673

Mathematics Subject Classification ID

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

Cited In (2)

• Interpretable fault detection using projections of mutual information matrix
• Quantum mutual information matrices

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