Meta-Gaussian Information Bottleneck

نویسندگان

  • Mélanie Rey
  • Volker Roth
چکیده

We present a reformulation of the information bottleneck (IB) problem in terms of copula, using the equivalence between mutual information and negative copula entropy. Focusing on the Gaussian copula we extend the analytical IB solution available for the multivariate Gaussian case to distributions with a Gaussian dependence structure but arbitrary marginal densities, also called meta-Gaussian distributions. This opens new possibles applications of IB to continuous data and provides a solution more robust to outliers.

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تاریخ انتشار 2012