树上马尔可夫链的共享信息

Sagnik Bhattacharya, P. Narayan
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引用次数: 1

摘要

共享信息是m≥2个联合分布的离散随机变量之间相互依赖的度量。对于具有给定联合分布的树上的马尔可夫链,给出了共享信息的显式刻画的一个新的证明。当联合分布未知时,我们利用这种表征的特殊形式提供了一种多臂强盗算法来估计共享信息,并分析了其误差性能。
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Shared Information for a Markov Chain on a Tree
Shared information is a measure of mutual dependence among m ≥ 2 jointly distributed discrete random variables. For a Markov chain on a tree with a given joint distribution, we give a new proof of an explicit characterization of shared information. When the joint distribution is not known, we exploit the special form of this characterization to provide a multiarmed bandit algorithm for estimating shared information, and analyze its error performance.
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