Symmetries among Multivariate Information Measures Explored Using Möbius Operators

Information-related measures are useful tools for multi-variable data analysis, as measures of dependence among variables, and as descriptions of order and disorder in biological and physical systems. Measures, like marginal entropies, mutual / interaction / multi -information, have long been used in a number of fields including descriptions of systems complexity and biological data analysis. The mathematical relationships among these measures are therefore of significant inherent interest. Relations between common information measures include the duality relations based on Möbius inversion on lattices. These are the direct consequence of the symmetries of the lattices of the sets of variables (subsets ordered by inclusion). While these relationships are of significant interest there has been, to our knowledge, no systematic examination of the full range of relationships of this diverse range of functions into a unifying formalism as we do here. In this paper we define operators on functions on these lattices based on the Möbius inversions that map functions into one another (Möbius operators). We show that these operators form a simple group isomorphic to the symmetric group S₃. Relations among the set of functions on the lattice are transparently expressed in terms of the operator algebra, and, applied to the information measures, can be used to derive a wide range of relationships among diverse information measures. The Möbius operator algebra is naturally generalized which yields extensive new relationships. This formalism now provides a fundamental unification of information-related measures, and the isomorphism of all distributive lattices with the subset lattice implies an even broader application of these results.