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An upper-bound on second-order dependency

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this work, we study the upper bound of second order statistical correlation. We provide a condition for a random variable reaching the upper-bound, and an algorithm that transform any variable to have the maximum second order statistical correlation.

Original languageEnglish
Title of host publication2013 IEEE China Summit and International Conference on Signal and Information Processing, ChinaSIP 2013 - Proceedings
Pages16-19
Number of pages4
DOIs
StatePublished - 2013
Event2013 IEEE China Summit and International Conference on Signal and Information Processing, ChinaSIP 2013 - Beijing, China
Duration: Jul 6 2013Jul 10 2013

Publication series

Name2013 IEEE China Summit and International Conference on Signal and Information Processing, ChinaSIP 2013 - Proceedings

Conference

Conference2013 IEEE China Summit and International Conference on Signal and Information Processing, ChinaSIP 2013
Country/TerritoryChina
CityBeijing
Period07/6/1307/10/13

Keywords

  • Information theory
  • Second order dependency
  • Upper-bound

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