Hidden independence in unstructured probabilistic models

Abstract

We describe a novel way to represent the probability distribution of a random binary string as a mixture having a maximally weighted component associated with independent (though not necessarily identically distributed) Bernoulli characters. We refer to this as the latent independent weight of the probabilistic source producing the string, and derive a combinatorial algorithm to compute it. The decomposition we propose may serve as an alternative to the Boolean paradigm of hypothesis testing, or to assess the fraction of uncorrupted samples originating from a source with independent marginals. In this sense, the latent independent weight quantifies the maximal amount of independence contained within a probabilistic source, which, properly speaking, may not have independent marginals.