Quantifying Unique Information

We propose new measures of shared information, unique information and synergistic information that can be used to decompose the mutual information of a pair of random variables (Y, Z) with a third random variable X. Our measures are motivated by an operational idea of unique information, which sugge...

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Bibliographic Details
Main Authors: Nils Bertschinger, Johannes Rauh, Eckehard Olbrich, Jürgen Jost, Nihat Ay
Format: Article
Language:English
Published: MDPI AG 2014-04-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/16/4/2161
Description
Summary:We propose new measures of shared information, unique information and synergistic information that can be used to decompose the mutual information of a pair of random variables (Y, Z) with a third random variable X. Our measures are motivated by an operational idea of unique information, which suggests that shared information and unique information should depend only on the marginal distributions of the pairs (X, Y) and (X,Z). Although this invariance property has not been studied before, it is satisfied by other proposed measures of shared information. The invariance property does not uniquely determine our new measures, but it implies that the functions that we define are bounds to any other measures satisfying the same invariance property. We study properties of our measures and compare them to other candidate measures.
ISSN:1099-4300