Continuity and Additivity Properties of Information Decompositions
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Information decompositions quantify how the Shannon information about a given random variable is distributed among several other random variables. Various requirements have been proposed that such a decomposition should satisfy, leading to different candidate solutions. Curiously, however, only two of the original requirements that determined the Shannon information have been considered, namely monotonicity and normalization. Two other important properties, continuity and additivity, have not been considered. In this contribution, we check which of the decompositions satisfy these two properties. While most of them satisfy continuity, only one of them satisfies additivity.
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