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Multi-variate correlation and mixtures of product measures

Tim Austin (2020)

Kybernetika

Total correlation (‘TC’) and dual total correlation (‘DTC’) are two classical ways to quantify the correlation among an n -tuple of random variables. They both reduce to mutual information when n = 2 . The first part of this paper sets up the theory of TC and DTC for general random variables, not necessarily finite-valued. This generality has not been exposed in the literature before. The second part considers the structural implications when a joint distribution μ has small TC or DTC. If TC ( μ ) = o ( n ) , then μ is...

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