Related papers: A new approach to mutual information
For several styles of fidelity constraints -- guaranteed distortion, conditional excess distortion, excess distortion -- we show mutual information upper bounds on the minimum expected description length needed to represent a random…
In this paper we use a well know method in statistics, the $\delta$-method, to provide an asymptotic distribution for the Mutual Information, and construct and independence test based on it. Interesting connections are found with the…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
Diffusion bridge models in both continuous and discrete state spaces have recently become powerful tools in the field of generative modeling. In this work, we leverage the discrete state space formulation of bridge matching models to…
Neural networks and other machine learning models compute continuous representations, while humans communicate mostly through discrete symbols. Reconciling these two forms of communication is desirable for generating human-readable…
Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…
This paper presents expression of mutual information that defines the information gain in planning of sensing resources, when the goal is to reduce the forecast uncertainty of some quantities of interest and the system dynamics is described…
In the study of extremes, the presence of asymptotic independence signifies that extreme events across multiple variables are probably less likely to occur together. Although well-understood in a bivariate context, the concept remains…
Estimating mutual information between continuous random variables is often intractable and extremely challenging for high-dimensional data. Recent progress has leveraged neural networks to optimize variational lower bounds on mutual…
Estimating mutual information (MI) is a fundamental yet challenging task in data science and machine learning. This work proposes a new estimator for mutual information. Our main discovery is that a preliminary estimate of the data…
We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…
Data from spectrophotometers form vectors of a large number of exploitable variables. Building quantitative models using these variables most often requires using a smaller set of variables than the initial one. Indeed, a too large number…
We consider the problem of estimating mutual information between dependent data, an important problem in many science and engineering applications. We propose a data-driven, non-parametric estimator of mutual information in this paper. The…
Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…
We use a well known model (T. Vicsek et al. Phys Rev Lett 15, 1226 (1995)) for flocking to test mutual information as a tool for detecting order-disorder transitions, in particular when observations of the system are limited. We show that…
The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…
A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…
This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon R\'enyi-Tsallis entropies, and the mutual information estimates of…
The statistical censoring setup is extended to the situation when random measures can be assigned to the realization of datapoints, leading to a new way of incorporating expert information into the usual parametric estimation procedures.…
We introduce a new variational characterization of Gaussian diffusion processes as minimum uncertainty states. We then define a variational method constrained by kinematics of diffusions and Schr\"{o}dinger dynamics to seek states of local…