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Let us imagine that your factory manufactures two products, one of which is small, and the other is large. These products are shipped out in boxes. Suppose that your boxes come in two sizes, small and large. Suppose further that you can ship a small product in a large box, but that you cannot ship a large product in a small box.

Instead of products / boxes of various sizes, a more information-theoretic way of looking at things would be to think of the factory as a binary source, and to view the box-enlargement process as a binary channel. Let $X$ and $Y$ be discrete random variables with alphabets $\mathcal{X}$ and $\mathcal{Y}$, respectively, where $\mathcal{X} = \mathcal{Y} = \{0,1\}$. If the output of the production line is a small product, then $X = 0$, otherwise $X = 1$. If a small box is shipped out, then $Y = 0$, otherwise $Y = 1$. Hence, the random variable $X$ gives us the size of the product, while the random variable $Y$ gives us the size of the box. We can view $X$ and $Y$ as the input and output of a binary channel, respectively.

To deceive your competitors, every time a small product is ready to be shipped you flip a coin and, depending on the outcome, you choose to ship the small product in a large box or not. If you do so, then $X = 0$ and $Y = 1$. The "channel" has introduced an error. The channel is defined by the transition probabilities

$\{ \mathbb{P}[Y = 0 \mid X = 0], \mathbb{P}[Y = 1 \mid X = 0], \mathbb{P}[Y = 0 \mid X = 1], \mathbb{P}[Y = 1 \mid X = 1] \}$.

Your

A competitor observes the sizes of the boxes being shipped out and tries to infer what the actual sizes of the products inside the boxes are. In other words, your competitor would like to infer what the probability mass function (p.m.f.) of $X$ is, knowing only the p.m.f. of $Y$. To keep your competitor maximally confused, you would like to maximize the conditional entropy $H (X \mid Y)$, which is the uncertainty about $X$ given $Y$. Recall that the mutual information is

$I (X;Y) = H(X) - H(X \mid Y)$

and it gives us the reduction in the uncertainty of $X$ due to knowledge of $Y$. We would like to minimize the mutual information, which is equivalent to maximizing the conditional entropy $H(X \mid Y)$, as $H(X)$ is fixed (depends on the p.m.f of $X$, which is assumed to be fixed).

The mutual information can be written as $I(X;Y) = D( p(x,y) \| p(x) p(y) )$, which is the Kullback-Leibler distance between the joint p.m.f. and the product of the marginal p.m.f.'s. Check [1] for details. Therefore, you have a relative entropy minimization problem.

Usually, we are given the channel, and we choose the p.m.f. of $X$ that maximizes the mutual information $I(X;Y)$. In this problem, we are given the p.m.f. of $X$, and we choose the channel that minimizes the mutual information. It's a sort of "dual" of finding the capacity of a given channel.

References:

[1] Thomas M. Cover and Joy A. Thomas, Elements of Information Theory, John Wiley & Sons 2006.

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Let us imagine that your factory manufactures two products, one of which is small, and the other is large. These products are shipped out in boxes. Suppose that your boxes come in two sizes, small and large. Suppose further that you can ship a small product in a large box, but that you cannot ship a large product in a small box.

Instead of products / boxes of various sizes, a more information-theoretic way of looking at things would be to think of the factory as a binary source, and to view the box-enlargement process as a binary channel. Let $X$ and $Y$ be discrete random variables with alphabets $\mathcal{X}$ and $\mathcal{Y}$, respectively, where $\mathcal{X} = \mathcal{Y} = \{0,1\}$. If the output of the production line is a small product, then $X = 0$, otherwise $X = 1$. If a small box is shipped out, then $Y = 0$, otherwise $Y = 1$. Hence, the random variable $X$ gives us the size of the product, while the random variable $Y$ gives us the size of the box. We can view $X$ and $Y$ as the input and output of a binary channel, respectively.

To deceive your competitors, every time a small product is ready to be shipped you flip a coin and, depending on the outcome, you choose to ship the small product in a large box or not. If you do so, then $X = 0$ and $Y = 1$. The "channel" has introduced an error. The channel is defined by the transition probabilities

$\{ \mathbb{P}[Y = 0 \mid X = 0], \mathbb{P}[Y = 1 \mid X = 0], \mathbb{P}[Y = 0 \mid X = 1], \mathbb{P}[Y = 1 \mid X = 1] \}$.

Your competitor observes the sizes of the boxes being shipped out and tries to infer what the actual sizes of the products inside the boxes are. In other words, your competitor would like to infer what the probability mass function (p.m.f.) of $X$ is, knowing only the p.m.f. of $Y$. To keep your competitor maximally confused, you would like to maximize the conditional entropy $H (X \mid Y)$, which is the uncertainty about $X$ given $Y$. Recall that the mutual information is

$I (X;Y) = H(X) - H(X \mid Y)$

and it gives us the reduction in the uncertainty of $X$ due to knowledge of $Y$ [1]. Y$. We would like to minimize the mutual information, which is equivalent to maximizing the conditional entropy$H(X \mid Y)$, as$H(X)$is fixed (depends on the p.m.f of$X$, which is assumed to be fixed). The mutual information can be written as$I(X;Y) = D( p(x,y) \| p(x) p(y) )$, which is the < a href="http://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence">Kullback-Leibler Kullback-Leibler distance between the joint p.m.f. and the product of the marginal p.m.f.'s. Check [1] for details. Therefore, you have a relative entropy minimization problem. Usually, we are given the channel, and we choose the p.m.f. of$X$that maximizes the mutual information$I(X;Y)$. In this problem, we are given the p.m.f. of$X$, and we choose the channel that minimizes the mutual information. It's a sort of "dual" of finding the capacity of a given channel. References: [1] Thomas M. Cover and Joy A. Thomas, Elements of Information Theory, John Wiley & Sons 2006. 1 Let us imagine that your factory manufactures two products, one of which is small, and the other is large. These products are shipped out in boxes. Suppose that your boxes come in two sizes, small and large. Suppose further that you can ship a small product in a large box, but that you cannot ship a large product in a small box. Instead of products / boxes of various sizes, a more information-theoretic way of looking at things would be to think of the factory as a binary source, and to view the box-enlargement process as a binary channel. Let$X$and$Y$be discrete random variables with alphabets$\mathcal{X}$and$\mathcal{Y}$, respectively, where$\mathcal{X} = \mathcal{Y} = \{0,1\}$. If the output of the production line is a small product, then$X = 0$, otherwise$X = 1$. If a small box is shipped out, then$Y = 0$, otherwise$Y = 1$. Hence, the random variable$X$gives us the size of the product, while the random variable$Y$gives us the size of the box. We can view$X$and$Y$as the input and output of a binary channel, respectively. To deceive your competitors, every time a small product is ready to be shipped you flip a coin and, depending on the outcome, you choose to ship the small product in a large box or not. If you do so, then$X = 0$and$Y = 1$. The "channel" has introduced an error. The channel is defined by the transition probabilities$\{ \mathbb{P}[Y = 0 \mid X = 0], \mathbb{P}[Y = 1 \mid X = 0], \mathbb{P}[Y = 0 \mid X = 1], \mathbb{P}[Y = 1 \mid X = 1] \}$. Your competitor observes the sizes of the boxes being shipped out and tries to infer what the actual sizes of the products inside the boxes are. In other words, your competitor would like to infer what the probability mass function (p.m.f.) of$X$is, knowing only the p.m.f. of$Y$. To keep your competitor maximally confused, you would like to maximize the conditional entropy$H (X \mid Y)$, which is the uncertainty about$X$given$Y$. Recall that the mutual information is$I (X;Y) = H(X) - H(X \mid Y)$and it gives us the reduction in the uncertainty of$X$due to knowledge of$Y$[1]. We would like to minimize the mutual information, which is equivalent to maximizing the conditional entropy$H(X \mid Y)$, as$H(X)$is fixed (depends on the p.m.f of$X$, which is assumed to be fixed). The mutual information can be written as$I(X;Y) = D( p(x,y) \| p(x) p(y) )$, which is the < a href="http://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence">Kullback-Leibler distance between the joint p.m.f. and the product of the marginal p.m.f.'s. Check [1] for details. Therefore, you have a relative entropy minimization problem. Usually, we are given the channel, and we choose the p.m.f. of$X$that maximizes the mutual information$I(X;Y)$. In this problem, we are given the p.m.f. of$X\$, and we choose the channel that minimizes the mutual information. It's a sort of "dual" of finding the capacity of a given channel.

References:

[1] Thomas M. Cover and Joy A. Thomas, Elements of Information Theory, John Wiley & Sons 2006.