BROJA-2PID: A Robust Estimator for Bivariate Partial Information Decomposition

Makkeh, Theis, and Vicente found that Cone Programming model is the most robust to compute the Bertschinger et al. partial information decomposition (BROJA PID) measure. We developed a production-quality robust software that computes the BROJA PID measure based on the Cone Programming model. In this paper, we prove the important property of strong duality for the Cone Program and prove an equivalence between the Cone Program and the original Convex problem. Then, we describe in detail our software, explain how to use it, and perform some experiments comparing it to other estimators. Finally, we show that the software can be extended to compute some quantities of a trivaraite PID measure.