dorsal/arxiv
View SchemaA Local Characterization of $f$-Divergences Yielding PSD Mutual-Information Matrices
| Authors | Zachary Roberston |
|---|---|
| Categories | |
| ArXiv ID | 2601.08929vv1 |
| URL | https://arxiv.org/abs/2601.08929 |
| License | http://creativecommons.org/licenses/by/4.0/ |
Abstract
We study when the variable-indexed matrix of pairwise \(f\)-mutual informations \(M^{(f)}_{ij}=I_f(X_i;X_j)\) is positive semidefinite (PSD). Let \(f:(0,\infty)\to\mathbb{R}\) be convex with \(f(1)=0\), finite in a neighborhood of \(1\), and with \(f(0)<\infty\) so that diagonal terms are finite. We give a sharp \emph{local} characterization around independence: there exists \(\delta=\delta(f)>0\) such that for every \(n\) and every finite-alphabet family \((X_1,\ldots,X_n)\) whose pairwise joint-to-product ratios lie in \((1-\delta,1+\delta)\), the matrix \(M^{(f)}\) is PSD if and only if \(f\) is analytic at \(1\) with a convergent expansion \(f(t)=\sum_{m=2}^{\infty} a_m (t-1)^m\) and \(a_m\ge 0\) on a neighborhood of \(1\). Consequently, any negative Taylor coefficient yields an explicit finite-alphabet counterexample under arbitrarily weak dependence, and non-analytic convex divergences (e.g.\ total variation) are excluded. This PSD requirement is distinct from Hilbertian/metric properties of divergences between distributions (e.g.\ \(\sqrt{\mathrm{JS}}\)): we study PSD of the \emph{variable-indexed} mutual-information matrix. The proof combines a replica embedding that turns monomial terms into Gram matrices with a replica-forcing reduction to positive-definite dot-product kernels, enabling an application of the Schoenberg--Berg--Christensen--Ressel classification.
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"abstract": "We study when the variable-indexed matrix of pairwise \\(f\\)-mutual informations \\(M^{(f)}_{ij}=I_f(X_i;X_j)\\) is positive semidefinite (PSD). Let \\(f:(0,\\infty)\\to\\mathbb{R}\\) be convex with \\(f(1)=0\\), finite in a neighborhood of \\(1\\), and with \\(f(0)\u003c\\infty\\) so that diagonal terms are finite. We give a sharp \\emph{local} characterization around independence: there exists \\(\\delta=\\delta(f)\u003e0\\) such that for every \\(n\\) and every finite-alphabet family \\((X_1,\\ldots,X_n)\\) whose pairwise joint-to-product ratios lie in \\((1-\\delta,1+\\delta)\\), the matrix \\(M^{(f)}\\) is PSD if and only if \\(f\\) is analytic at \\(1\\) with a convergent expansion \\(f(t)=\\sum_{m=2}^{\\infty} a_m (t-1)^m\\) and \\(a_m\\ge 0\\) on a neighborhood of \\(1\\). Consequently, any negative Taylor coefficient yields an explicit finite-alphabet counterexample under arbitrarily weak dependence, and non-analytic convex divergences (e.g.\\ total variation) are excluded. This PSD requirement is distinct from Hilbertian/metric properties of divergences between distributions (e.g.\\ \\(\\sqrt{\\mathrm{JS}}\\)): we study PSD of the \\emph{variable-indexed} mutual-information matrix. The proof combines a replica embedding that turns monomial terms into Gram matrices with a replica-forcing reduction to positive-definite dot-product kernels, enabling an application of the Schoenberg--Berg--Christensen--Ressel classification.",
"arxiv_id": "2601.08929",
"authors": [
"Zachary Roberston"
],
"categories": [
"cs.IT",
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"license": "http://creativecommons.org/licenses/by/4.0/",
"title": "A Local Characterization of $f$-Divergences Yielding PSD Mutual-Information Matrices",
"url": "https://arxiv.org/abs/2601.08929",
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