Nils Bertschinger, Johannes Rauh, Eckehard Olbrich, Jürgen Jost and Nihat Ay (2014), “Quantifying unique information”, Entropy 16(4): 2161–2183 — ARXIV-1311.2852
Key takeaways
From the reading, NOTE-937.
- The definition. UĨ(X : Y \ Z) = min over Q ∈ Δ_P of MI_Q(X : Y | Z), where Δ_P holds the joints with P’s (X,Y) and (X,Z) marginals. SĨ = max CoI_Q, and CĨ = MI(X : (Y,Z)) − min MI_Q(X : (Y,Z)). One convex programme gives all three (Lemma 4).
- The motivating property (∗). Unique information should depend only on p(x) and the two channels X → Y and X → Z. Under (∗), these measures are upper bounds on unique information and lower bounds on shared and synergistic information for any decomposition (Lemma 3). They are the only ones for which the pair marginals cannot reveal synergy (∗∗).
- Operational meaning. UĨ(X : Z \ Y) = 0 exactly when every decision problem about X is solved at least as well from Y as from Z: Blackwell’s order (Lemma 6, Corollary 7).
- Properties. Non-negativity, the bivariate PI axioms, the identity property SĨ((Y,Z) : Y; Z) = MI(Y : Z) (Proposition 18), additivity over independent subsystems, and unique information that cannot grow when sources are added (Lemma 25).
- Against I_min. I_min satisfies (∗), so I_min ≥ SĨ. It is “unreasonably large” in examples such as Copy, where it gives 1 bit of redundancy between independent sources.
- Limits. Bivariate only. The identity property is incompatible with a non-negative decomposition on the PI lattice for three sources (§6, citing Bertschinger et al. 2013). The optimisation can be badly conditioned (Example 31).
Standing in the record
Filed on 2026-10-17 as the bivariate decomposition the record’s
transfer-entropy accounts can be checked against. Every number in
THEORY-712 and THEORY-707 that went past the two-term split was
computed with I_min. Recomputed under this measure, the split for every
transfer-entropy example the record uses is unchanged
(NOTE-937). The split itself holds for any bivariate decomposition
(Remark 14). NOTE-010’s reliance on “Bertschinger et al.’s” identity property
now has its source. mathematical-statistics is for the Blackwell order,
complex-systems for its use in synergy and emergence. It carries no
instruction for machine-learning practice.