{ "id": "2202.03951", "version": "v1", "published": "2022-02-08T16:01:38.000Z", "updated": "2022-02-08T16:01:38.000Z", "title": "On Sibson's $α$-Mutual Information", "authors": [ "Amedeo Roberto Esposito", "Adrien Vandenbroucque", "Michael Gastpar" ], "comment": "Submitted to ISIT 2022", "categories": [ "cs.IT", "math.IT", "math.ST", "stat.TH" ], "abstract": "We explore a family of information measures that stems from R\\'enyi's $\\alpha$-Divergences with $\\alpha<0$. In particular, we extend the definition of Sibson's $\\alpha$-Mutual Information to negative values of $\\alpha$ and show several properties of these objects. Moreover, we highlight how this family of information measures is related to functional inequalities that can be employed in a variety of fields, including lower-bounds on the Risk in Bayesian Estimation Procedures.", "revisions": [ { "version": "v1", "updated": "2022-02-08T16:01:38.000Z" } ], "analyses": { "keywords": [ "mutual information", "information measures", "bayesian estimation procedures", "functional inequalities", "definition" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }