\Phi -Entropic Measures of Correlation

DOI10.1109/TIT.2018.2806965zbMATH Open1390.94612arXiv1611.01335OpenAlexW2963570338MaRDI QIDQ4569174FDOQ4569174

Authors: Salman Beigi, Amin Gohari 

Publication date: 27 June 2018

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

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.

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)

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