Geodesic
Factorized mutual information maximization
Kybernetika, Tome 56 (2020) no. 5, pp. 948-978

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We investigate the sets of joint probability distributions that maximize the average multi-information over a collection of margins. These functionals serve as proxies for maximizing the multi-information of a set of variables or the mutual information of two subsets of variables, at a lower computation and estimation complexity. We describe the maximizers and their relations to the maximizers of the multi-information and the mutual information.
DOI : 10.14736/kyb-2020-5-0948
Classification : 62B10, 94A17
Keywords: multi-information; mutual information; divergence maximization; marginal specification problem; transportation polytope 
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Merkh, Thomas; Montúfar, Guido. Factorized mutual information maximization. Kybernetika, Tome 56 (2020) no. 5, pp. 948-978. doi: 10.14736/kyb-2020-5-0948

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