Coarse-Graining and the Blackwell Order
Max Planck Institute for Mathematics in the Sciences, 04103 Leipzig, Germany
Frankfurt Institute for Advanced Studies, 60438 Frankfurt, Germany
Santa Fe Institute, Santa Fe, NM 87501, USA
Massachusetts Institute of Technology, Cambridge, MA 02139, USA
Author to whom correspondence should be addressed.
Received: 15 June 2017 / Revised: 13 September 2017 / Accepted: 20 September 2017 / Published: 6 October 2017
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Suppose we have a pair of information channels,
, with a common input. The Blackwell order is a partial order over channels that compares
by the maximal expected utility an agent can obtain when decisions are based on the channel outputs. Equivalently,
is said to be Blackwell-inferior to
if and only if
can be constructed by garbling the output of
. A related partial order stipulates that
is more capable than
if the mutual information between the input and output is larger for
for any distribution over inputs. A Blackwell-inferior channel is necessarily less capable. However, examples are known where
is less capable than
but not Blackwell-inferior. We show that this may even happen when
is constructed by coarse-graining the inputs of
. Such a coarse-graining is a special kind of “pre-garbling” of the channel inputs. This example directly establishes that the expected value of the shared utility function for the coarse-grained channel is larger than it is for the non-coarse-grained channel. This contradicts the intuition that coarse-graining can only destroy information and lead to inferior channels. We also discuss our results in the context of information decompositions.
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Rauh, J.; Banerjee, P.K.; Olbrich, E.; Jost, J.; Bertschinger, N.; Wolpert, D. Coarse-Graining and the Blackwell Order. Entropy 2017, 19, 527.
Rauh J, Banerjee PK, Olbrich E, Jost J, Bertschinger N, Wolpert D. Coarse-Graining and the Blackwell Order. Entropy. 2017; 19(10):527.
Rauh, Johannes; Banerjee, Pradeep K.; Olbrich, Eckehard; Jost, Jürgen; Bertschinger, Nils; Wolpert, David. 2017. "Coarse-Graining and the Blackwell Order." Entropy 19, no. 10: 527.
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