Mutual information, variation, and Fano’s inequality

Mutual information, variation, and Fano’s inequality Some upper and lower bounds are obtained for the maximum of the absolute value of the difference between the mutual information |I(X; Y) − I(X′; Y′)| of two pairs of discrete random variables (X, Y) and (X′, Y′) via the variational distance between the probability distributions of these pairs. In particular, the upper bound obtained here substantially generalizes and improves the upper bound of [1]. In some special cases, our upper and lower bounds coincide or are rather close. It is also proved that the lower bound is asymptotically tight in the case where the variational distance between (X, Y) and (X′ Y′) tends to zero. Problems of Information Transmission Springer Journals

Mutual information, variation, and Fano’s inequality

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SP MAIK Nauka/Interperiodica
Copyright © 2008 by Pleiades Publishing, Ltd.
Engineering; Communications Engineering, Networks; Electrical Engineering; Information Storage and Retrieval; Systems Theory, Control
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