# Minimum--Entropy Couplings and their Applications

## TL;DR

This paper addresses the problem of finding joint distributions with minimum entropy for coupled discrete variables, providing efficient approximation algorithms with bounded additive gaps, and extending the approach to multiple variables and other entropy measures.

## Contribution

The paper introduces the first efficient approximation algorithm for minimum-entropy couplings with bounded additive error, extending to multiple variables and alternative entropy measures.

## Key findings

- Provides an algorithm with at most 1-bit excess entropy for two variables.
- Extends to $k$ variables with at most $ ext{log }k$ bits excess.
- Discusses applications and entropy measure extensions.

## Abstract

Given two discrete random variables $X$ and $Y,$ with probability distributions ${\bf p}=(p_1, \ldots , p_n)$ and ${\bf q}=(q_1, \ldots , q_m)$, respectively, denote by ${\cal C}({\bf p}, {\bf q})$ the set of all couplings of ${\bf p}$ and ${\bf q}$, that is, the set of all bivariate probability distributions that have ${\bf p}$ and ${\bf q}$ as marginals. In this paper, we study the problem of finding a joint probability distribution in ${\cal C}({\bf p}, {\bf q})$ of \emph{minimum entropy} (equivalently, a coupling that \emph{maximizes} the mutual information between $X$ and $Y$), and we discuss several situations where the need for this kind of optimization naturally arises. Since the optimization problem is known to be NP-hard, we give an efficient algorithm to find a joint probability distribution in ${\cal C}({\bf p}, {\bf q})$ with entropy exceeding the minimum possible at most by {1 bit}, thus providing an approximation algorithm with an additive gap of at most 1 bit. Leveraging on this algorithm, we extend our result to the problem of finding a minimum--entropy joint distribution of arbitrary $k\geq 2$ discrete random variables $X_1, \ldots , X_k$, consistent with the known $k$ marginal distributions of the individual random variables $X_1, \ldots , X_k$. In this case, our algorithm has an { additive gap of at most $\log k$ from optimum.} We also discuss several related applications of our findings and {extensions of our results to entropies different from the Shannon entropy.}