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Maximizing Multi-Information

Nihat Ay·Andreas Knauf
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Abstract

Stochastic interdependence of a probablility distribution on a product space is measured by its Kullback-Leibler distance from the exponential family of product distributions (called multi-information). Here we investigate low-dimensional exponential families that contain the maximizers of stochastic interdependence in their closure. Based on a detailed description of the structure of probablility distributions with globally maximal multi-information we obtain our main result: The exponential family of pure pair-interactions contains all global maximizers of the multi-information in its closure.

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Nihat Ay, Andreas Knauf. 2007-02-01. Maximizing Multi-Information. https://arxiv.org/abs/math-ph/0702002

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