Lapidoth, Amos
Pfister, Christoph
2019
<jats:p>Two families of dependence measures between random variables are introduced. They are based on the Rényi divergence of order 


α


and the relative 


α


-entropy, respectively, and both dependence measures reduce to Shannon’s mutual information when their order 


α


is one. The first measure shares many properties with the mutual information, including the data-processing inequality, and can be related to the optimal error exponents in composite hypothesis testing. The second measure does not satisfy the data-processing inequality, but appears naturally in the context of distributed task encoding.</jats:p>
application/pdf
https://sonar.ch/global/documents/249632
eng
info:eu-repo/semantics/altIdentifier/doi/10.3390/e21080778
info:eu-repo/semantics/altIdentifier/issn/1099-4300
info:eu-repo/semantics/openAccess
Entropy. - MDPI AG. - 2019, vol. 21, no. 8, p. 778
General Physics and Astronomy
Two Measures of Dependence
http://purl.org/coar/resource_type/c_6501