AI & ML
Gaussian BROJA Partial Information Decomposition in Closed Form
arXiv math.IT0 views
arXiv:2610.13464v1 Announce Type: new Abstract: The BROJA partial information decomposition provides an operationally motivated way to separate the information that two sources carry about a target into unique, redundant, and synergistic components. For continuous and high-dimensional variables, however, computing the BROJA decomposition requires solving a difficult optimization problem. Previous work showed that, when each source-target pair is jointly Gaussian, the problem can be reduced to finite-dimensional numerical optimization. Here, we derive a closed-form solution to this optimization problem, enabling direct computation of the BROJA decomposition in the general multivariate Gaussian setting. The resulting closed-form expression enables speedups exceeding two orders of magnitude for high-dimensional Gaussian BROJA PID. Code is available at https://github.com/brainsandmachines/Eigen_PID.
Source:https://arxiv.org/abs/2610.13464PreviousGoal-Oriented Ordered Autoencoding for Successive Refinement in Progressive CommunicationNextNeural Polar Codes for Source Coding
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