The Design of Global Correlation Quantifiers and Continuous Notions of Statistical Sufficiency

Using first principles from inference, we design a set of functionals for the purposes of ranking joint probability distributions with respect to their correlations. Starting with a general functional, we impose its desired behavior through the Principle of Constant Correlations (PCC), which constra...

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Bibliographic Details
Main Authors: Nicholas Carrara, Kevin Vanslette
Format: Article
Language:English
Published: MDPI AG 2020-03-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/22/3/357