\Phi -Entropic Measures of Correlation

DOI10.1109/TIT.2018.2806965MaRDI QIDQ4569174zbMATH OpenOpenAlexFDO

Authors Salman Beigi, Amin Gohari

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/1611.01335

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Measures of information, entropy (94A17)

Abstract: A measure of correlation is said to have the tensorization property if it is unchanged when computed for i.i.d. copies. More precisely, a measure of correlation between two random variables $(X,Y)$ denoted by $ho(X,Y)$, has the tensorization property if $ho(X^n,Y^n)=ho(X,Y)$ where $(X^n,Y^n)$ is $n$ i.i.d. copies of $(X,Y)$.Two well-known examples of such measures are the maximal correlation and the hypercontractivity ribbon (HC~ribbon). We show that the maximal correlation and HC ribbons are special cases of $Phi$-ribbon, defined in this paper for any function $Phi$ from a class of convex functions ($Phi$-ribbon reduces to HC~ribbon and the maximal correlation for special choices of $Phi$). Any $Phi$-ribbon is shown to be a measures of correlation with the tensorization property. We show that the $Phi$-ribbon also characterizes the $Phi$-strong data processing inequality constant introduced by Raginsky. We further study the $Phi$-ribbon for the choice of $Phi(t)=t^2$ and introduce an equivalent characterization of this ribbon.

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