On the entropy of couplings

Abstract

© 2015 Elsevier Inc. All rights reserved. In this paper, some general properties of Shannon information measures are investigated over sets of probability distributions with restricted marginals. Certain optimization problems associated with these functionals are shown to be NP-hard, and their special cases are found to be essentially information-theoretic restatements of well-known computational problems, such as the Subset sum and the 3-Partition. The notion of minimum entropy coupling is introduced and its relevance is demonstrated in information-theoretic, computational, and statistical contexts. Finally, a family of pseudometrics (on the space of discrete probability distributions) defined by these couplings is studied, in particular their relation to the total variation distance, and a new characterization of the conditional entropy is given.