Statistical inference under multiterminal rate restrictions: a differential geometric approach

A statistical inference problem for a two-terminal information source emitting mutually correlated signals X and Y is treated. Let sequences Xⁿ and Yⁿ of n independent observations be encoded independently of each other into message sets M_X and M_Y at rates R₁ and R ₂ per letter, respectively. This compression causes a loss of the statistical information available for testing hypotheses concerning X and Y. The loss of statistical information is evaluated as a function of the amounts R₁ and R ₂ of the Shannon information. A complete solution is given in the case of asymptotically complete data compression, R₁, R₂→0 as n→∞. It is shown that the differential geometry of the manifold of all probability distributions plays a fundamental role in this type of multiterminal problem connecting Shannon information and statistical information. A brief introduction to the dually coupled e-affine and m-affine connections together with e -flatness and m-flatness is given