Entropic Inequalities and marginal problems (Fritz and Chavez)

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Jayant Apte ASPITRG Entropic Inequalities and Marginal Problems* Jayant Apte ASPITRG Drexel University *FRITZ, T., & CHAVES, R. (2013). Entropic Inequalities and Marginal Problems. IEEE transactions on information theory, 59(2), 803-817.

description

Aforementioned paper discusses 'marginal problem': Given distributions on certain subsets of N random variables, determine whether exists a joint distribution that marginalizes to given subset distributions.

Transcript of Entropic Inequalities and marginal problems (Fritz and Chavez)

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Jayant Apte ASPITRG

Entropic Inequalities and Marginal Problems*

Jayant ApteASPITRG

Drexel University

*FRITZ, T., & CHAVES, R. (2013). Entropic Inequalities and Marginal Problems. IEEE transactions on information theory, 59(2), 803-817.

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The three coins

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The three coins

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The three coins

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The three coins

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An attempt

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An attempt

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An attempt

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An attempt

But they are not!!!

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Conclusion

● There is no joint distribution compatible with given marginals

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Conclusion

● There is no joint distribution compatible with given marginals

● There is some systematic error in the coin flips

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Conclusion

● There is no joint distribution compatible with given marginals

● There is some systematic error in the coin flips● OR The coins are operated by some weird

mechanism creating the required distribution as a function depending on which two are flipped together

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Outline● Marginal scenario and marginal model● Contextuality● Marginal problem● Partial polymatroids● Relationship between marginal models and partial

polymatroids● Marginal Problem for polymatroids● Computations● Inference of common ancestors in Bayesian Networks● Contexuality of the n-Cycle marginal scenario● Extention to continuous random variables

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Notation

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Marginal Scenario

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Marginal Model

S S'T

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Contexuality

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Example

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Marginal problem

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A naive probability space approach

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Example: 3 coins

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Example: 3 coins

This LP turns out to be infeasible

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The entropy cone

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Basic inequalities

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Polymatroids

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Partial Polymatroids

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Contexuality of partial polymatroids

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Example: Partial polymatroids over

Triangle inequality

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Example: Modified 3-coins

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References

● FRITZ, T., & CHAVES, R. (2013). Entropic Inequalities and Marginal Problems. IEEE transactions on information theory, 59(2), 803-817.