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On Sibson's $α$-Mutual Information (2202.03951v1)

Published 8 Feb 2022 in cs.IT, math.IT, math.ST, and 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.

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