English
Related papers

Related papers: Mutual information is copula entropy

200 papers

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…

Statistical Finance · Quantitative Finance 2011-10-26 Rafael S. Calsaverini , Renato Vicente

The presence of mutual information in the research of deep learning has grown significantly. It has been proven that mutual information can be a good objective function to build a robust deep learning model. Most of the researches utilize…

Information Theory · Computer Science 2021-06-29 Marshal Arijona Sinaga

Multivariate datasets are common in various real-world applications. Recently, copulas have received significant attention for modeling dependencies among random variables. A copula-based information measure is required to quantify the…

Methodology · Statistics 2024-08-06 Mohd. Arshad , Swaroop Georgy Zachariah , Ashok Kumar Pathak

We propose a novel estimator of the mutual information between two ordinal vectors $x$ and $y$. Our approach is inductive (as opposed to deductive) in that it depends on the data generating distribution solely through some nonparametric…

Machine Learning · Statistics 2022-04-12 Yves-Laurent Kom Samo

Feature selection methods are usually evaluated by wrapping specific classifiers and datasets in the evaluation process, resulting very often in unfair comparisons between methods. In this work, we develop a theoretical framework that…

Machine Learning · Statistics 2016-10-11 Cláudia Pascoal , M. Rosário Oliveira , António Pacheco , Rui Valadas

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,…

Computation · Statistics 2021-08-21 Luai Al-Labadi , Forough Fazeli-Asl , Zahra Saberi

As a fundamental concept in information theory, mutual information ($MI$) has been commonly applied to quantify association between random vectors. Most existing nonparametric estimators of $MI$ have unstable statistical performance since…

Applications · Statistics 2025-02-19 Soumik Purkayastha , Peter X. K. Song

Mutual information has many applications in image alignment and matching, mainly due to its ability to measure the statistical dependence between two images, even if the two images are from different modalities (e.g., CT and MRI). It…

Computer Vision and Pattern Recognition · Computer Science 2024-07-11 Jiecheng Liao , Junhao Lu , Jeff Ji , Jiacheng He

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

A recent article proposed reduced mutual information for evaluation of clustering, classification and community detection. The motivation is that the standard normalized mutual information (NMI) may give counter-intuitive answers under…

Social and Information Networks · Computer Science 2020-05-15 Zhong-Yuan Zhang

In statistical physics entropy is usually introduced as a global quantity which expresses the amount of information that would be needed to specify the microscopic configuration of a system. However, for lattice models with infinitely many…

Statistical Mechanics · Physics 2015-06-12 Ulrich Müller , Haye Hinrichsen

We examine a class of deep learning models with a tractable method to compute information-theoretic quantities. Our contributions are three-fold: (i) We show how entropies and mutual informations can be derived from heuristic statistical…

Machine Learning · Computer Science 2020-01-22 Marylou Gabrié , Andre Manoel , Clément Luneau , Jean Barbier , Nicolas Macris , Florent Krzakala , Lenka Zdeborová

We present a quantum information theory that allows for the consistent description of quantum entanglement. It parallels classical (Shannon) information theory but is based entirely on density matrices, rather than probability…

Quantum Physics · Physics 2007-05-23 Nicolas J. Cerf , Chris Adami

Using the relative entropy of total correlation, we derive an expression relating the mutual information of $n$-partite pure states to the sum of the mutual informations and entropies of its marginals and analyze some of its implications.…

Quantum Physics · Physics 2014-06-05 Jonas Maziero

Mutual information is used as a purely geometrical regularization of entanglement entropy applicable to any QFT. A coefficient in the mutual information between concentric circular entangling surfaces gives a precise universal prescription…

High Energy Physics - Theory · Physics 2015-06-23 Horacio Casini , Marina Huerta , Robert C. Myers , Alexandre Yale

Mutual information is the reciprocal information that is common to or shared by two or more parties. Quantum mutual information for bipartite quantum systems is non-negative, and bears the interpretation of total correlation between the two…

Quantum Physics · Physics 2017-08-02 Asutosh Kumar

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…

Machine Learning · Computer Science 2024-08-20 Yanzhi Chen , Zijing Ou , Adrian Weller , Yingzhen Li

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…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

We present two classes of improved estimators for mutual information $M(X,Y)$, from samples of random points distributed according to some joint probability density $\mu(x,y)$. In contrast to conventional estimators based on binnings, they…

Statistical Mechanics · Physics 2009-11-10 Alexander Kraskov , Harald Stoegbauer , Peter Grassberger
‹ Prev 1 2 3 10 Next ›