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- W4301753613 abstract "Given two discrete random variables $X$ and $Y$, with probability distributions ${bf p} =(p_1, ldots , p_n)$ and ${bf q}=(q_1, ldots , q_m)$, respectively, denote by ${cal C}({bf p}, {bf q})$ the set of all couplings of ${bf p}$ and ${bf q}$, that is, the set of all bivariate probability distributions that have ${bf p}$ and ${bf q}$ as marginals. In this paper, we study the problem of finding the joint probability distribution in ${cal C}({bf p}, {bf q})$ of minimum entropy (equivalently, the joint probability distribution that maximizes the mutual information between $X$ and $Y$), and we discuss several situations where the need for this kind of optimization naturally arises. Since the optimization problem is known to be NP-hard, we give an efficient algorithm to find a joint probability distribution in ${cal C}({bf p}, {bf q})$ with entropy exceeding the minimum possible by at most 1, thus providing an approximation algorithm with additive approximation factor of 1. Leveraging on this algorithm, we extend our result to the problem of finding a minimum--entropy joint distribution of arbitrary $kgeq 2$ discrete random variables $X_1, ldots , X_k$, consistent with the known $k$ marginal distributions of $X_1, ldots , X_k$. In this case, our approximation algorithm has an additive approximation factor of $log k$. We also discuss some related applications of our findings." @default.
- W4301753613 created "2022-10-05" @default.
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- W4301753613 date "2017-01-18" @default.
- W4301753613 modified "2023-09-26" @default.
- W4301753613 title "How to Find a Joint Probability Distribution of Minimum Entropy (almost) given the Marginals" @default.
- W4301753613 doi "https://doi.org/10.48550/arxiv.1701.05243" @default.
- W4301753613 hasPublicationYear "2017" @default.
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