arXivDaily arXiv每日学术速递 周一至周五更新
北美退伍军人节(Veterans Day),12 日无更新
arXiv 2006.07955cs.ITmath.ITmath.PR
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多概率分布的有效近似最小熵耦合

Efficient Approximate Minimum Entropy Coupling of Multiple Probability Distributions

Cheuk Ting Li

摘要:

给定概率分布$p_{1},\ldots,p_{m}$的集合,最小熵耦合是具有最小熵$H(X_{1},\ldots,X_{m})$的耦合$X_{1},\ldots,X_{m}$($X_{i}\sim p_{i}$)。虽然这个问题是已知的NP-难的,我们提出了一个有效的算法,用于计算耦合熵在2位内的最佳值。更准确地说,我们从$p_{1},\ldots,p_{m}$关于优化的最大下界的熵构造具有2比特内的熵的耦合。当分布的集合是无限的,并且当分布的支撑是无限的时,这种构造也是有效的。我们的结果的潜在应用包括随机数生成,熵因果推理,和随机变量的函数表示。

英文摘要:

Given a collection of probability distributions $p_{1},\ldots,p_{m}$, the minimum entropy coupling is the coupling $X_{1},\ldots,X_{m}$ ($X_{i}\sim p_{i}$) with the smallest entropy $H(X_{1},\ldots,X_{m})$. While this problem is known to be NP-hard, we present an efficient algorithm for computing a coupling with entropy within 2 bits from the optimal value. More precisely, we construct a coupling with entropy within 2 bits from the entropy of the greatest lower bound of $p_{1},\ldots,p_{m}$ with respect to majorization. This construction is also valid when the collection of distributions is infinite, and when the supports of the distributions are infinite. Potential applications of our results include random number generation, entropic causal inference, and functional representation of random variables.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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