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MiS Preprint
42/2003

Maximizing Multi-Information

Nihat Ay and Andreas Knauf

Abstract

We investigate the structure of the global maximizers of stochastic interdependence, which is measured by the Kullback-Leibler divergence of the underlying joint probability distribution from the exponential family of factorizable random fields (multi-information). As a consequence of our structure results, it comes out that random fields with globally maximal multi-information are contained in the topological closure of the exponential family of pair interactions.

Received:
Apr 30, 2003
Published:
Apr 30, 2003
Keywords:
multi-information, pair-interaction, infomax principle

Related publications

inJournal
2006 Journal Open Access
Nihat Ay and Andreas Knauf

Maximizing multi-information

In: Kybernetika, 42 (2006) 5, pp. 517-538