TH1.R4.3

Variational Characterizations of Sibson’s α-Mutual Information

Amedeo Roberto Esposito, ISTA, Austria; Michael Gastpar, EPFL, Switzerland; Ibrahim Issa, American University of Beirut, Lebanon

Session:
Information Measures 1

Track:
9: Information Measures

Location:
Omikron II

Presentation Time:
Thu, 11 Jul, 10:25 - 10:45

Session Chair:
Haim Permuter, Ben Gurion University
Abstract
Sibson's α-mutual information has received renewed attention recently in several contexts: concentration of measure under dependence, statistical learning, hypothesis testing, and estimation theory. In this work, we introduce several variational representations of Sibson's α-mutual information: 1) as a supremum over joint distributions of (a combination of) KL divergences; and 2) as a supremum over functions of opportune expected values. Leveraging them, we produce a variety of novel and known results, including a generalization of transportation-cost inequalities and Fano's inequality.
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