{"title":"A Partial Information Decomposition for Multivariate Gaussian Systems Based on Information Geometry","authors":"Jim W. Kay","doi":"10.3390/e26070542","DOIUrl":null,"url":null,"abstract":"There is much interest in the topic of partial information decomposition, both in developing new algorithms and in developing applications. An algorithm, based on standard results from information geometry, was recently proposed by Niu and Quinn (2019). They considered the case of three scalar random variables from an exponential family, including both discrete distributions and a trivariate Gaussian distribution. The purpose of this article is to extend their work to the general case of multivariate Gaussian systems having vector inputs and a vector output. By making use of standard results from information geometry, explicit expressions are derived for the components of the partial information decomposition for this system. These expressions depend on a real-valued parameter which is determined by performing a simple constrained convex optimisation. Furthermore, it is proved that the theoretical properties of non-negativity, self-redundancy, symmetry and monotonicity, which were proposed by Williams and Beer (2010), are valid for the decomposition Iig derived herein. Application of these results to real and simulated data show that the Iig algorithm does produce the results expected when clear expectations are available, although in some scenarios, it can overestimate the level of the synergy and shared information components of the decomposition, and correspondingly underestimate the levels of unique information. Comparisons of the Iig and Idep (Kay and Ince, 2018) methods show that they can both produce very similar results, but interesting differences are provided. The same may be said about comparisons between the Iig and Immi (Barrett, 2015) methods.","PeriodicalId":11694,"journal":{"name":"Entropy","volume":null,"pages":null},"PeriodicalIF":2.1000,"publicationDate":"2024-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Entropy","FirstCategoryId":"101","ListUrlMain":"https://doi.org/10.3390/e26070542","RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"PHYSICS, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 0
Abstract
There is much interest in the topic of partial information decomposition, both in developing new algorithms and in developing applications. An algorithm, based on standard results from information geometry, was recently proposed by Niu and Quinn (2019). They considered the case of three scalar random variables from an exponential family, including both discrete distributions and a trivariate Gaussian distribution. The purpose of this article is to extend their work to the general case of multivariate Gaussian systems having vector inputs and a vector output. By making use of standard results from information geometry, explicit expressions are derived for the components of the partial information decomposition for this system. These expressions depend on a real-valued parameter which is determined by performing a simple constrained convex optimisation. Furthermore, it is proved that the theoretical properties of non-negativity, self-redundancy, symmetry and monotonicity, which were proposed by Williams and Beer (2010), are valid for the decomposition Iig derived herein. Application of these results to real and simulated data show that the Iig algorithm does produce the results expected when clear expectations are available, although in some scenarios, it can overestimate the level of the synergy and shared information components of the decomposition, and correspondingly underestimate the levels of unique information. Comparisons of the Iig and Idep (Kay and Ince, 2018) methods show that they can both produce very similar results, but interesting differences are provided. The same may be said about comparisons between the Iig and Immi (Barrett, 2015) methods.
期刊介绍:
Entropy (ISSN 1099-4300), an international and interdisciplinary journal of entropy and information studies, publishes reviews, regular research papers and short notes. Our aim is to encourage scientists to publish as much as possible their theoretical and experimental details. There is no restriction on the length of the papers. If there are computation and the experiment, the details must be provided so that the results can be reproduced.