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The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of…

Information Theory · Computer Science 2016-11-17 Yanjun Han , Or Ordentlich , Ofer Shayevitz

Complex systems universally exhibit emergence, where macroscopic dynamics arise from local interactions, but a predictive law governing this process has been absent. We establish and verify such a law. We define a system's causal power at a…

Information Theory · Computer Science 2025-08-19 Liang Chen

Integrated Information Theory (IIT) is a prominent theory of consciousness that has at its centre measures that quantify the extent to which a system generates more information than the sum of its parts. While several candidate measures of…

Neurons and Cognition · Quantitative Biology 2019-01-30 Pedro A. M. Mediano , Anil K. Seth , Adam B. Barrett

This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations of the "entropy distance" and "information distance". Their…

Statistics Theory · Mathematics 2016-08-16 Jean-François Coeurjolly , Rémy Drouilhet , Jean-François Robineau

Statistical estimation often involves tradeoffs between expensive, high-quality measurements and a variety of lower-quality proxies. We introduce Multiple-Prediction-Powered Inference (MultiPPI): a general framework for constructing…

Safe policy improvement (SPI) is an offline reinforcement learning problem in which a new policy that reliably outperforms the behavior policy with high confidence needs to be computed using only a dataset and the behavior policy. Markov…

Artificial Intelligence · Computer Science 2025-08-20 Kasper Engelen , Guillermo A. Pérez , Marnix Suilen

Recent advances on human dynamics have focused on the normal patterns of human activities, with the quantitative understanding of human behavior under extreme events remaining a crucial missing chapter. This has a wide array of potential…

Physics and Society · Physics 2014-06-27 Liang Gao , Chaoming Song , Ziyou Gao , Albert-László Barabási , James P. Bagrow , Dashun Wang

Selecting a minimal feature set that is maximally informative about a target variable is a central task in machine learning and statistics. Information theory provides a powerful framework for formulating feature selection algorithms --…

Information Theory · Computer Science 2023-05-05 Patricia Wollstadt , Sebastian Schmitt , Michael Wibral

Conceptually, partial information decomposition (PID) is concerned with separating the information contributions several sources hold about a certain target by decomposing the corresponding joint mutual information into contributions such…

Information Theory · Computer Science 2021-06-25 Kyle Schick-Poland , Abdullah Makkeh , Aaron J. Gutknecht , Patricia Wollstadt , Anja Sturm , Michael Wibral

The concept of time mostly plays a subordinate role in finance and economics. The assumption is that time flows continuously and that time series data should be analyzed at regular, equidistant intervals. Nonetheless, already nearly 60…

Statistical Finance · Quantitative Finance 2024-06-12 James B. Glattfelder , Richard B. Olsen

We study privacy guarantees in the framework of pointwise maximal leakage (PML) that satisfy two requirements: they are robust under post-processing and upper bound the failure probability, i.e., the probability that the information leakage…

Cryptography and Security · Computer Science 2026-05-21 Sara Saeidian , Carlos Pinzón , Catuscia Palamidessi

The partial information decomposition (PID) framework is concerned with decomposing the information that a set of (two or more) random variables (the sources) has about another variable (the target) into three types of information: unique,…

Information Theory · Computer Science 2025-02-28 André F. C. Gomes , Mário A. T. Figueiredo

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

Message identification (M-I) divergence is an important measure of the information distance between probability distributions, similar to Kullback-Leibler (K-L) and Renyi divergence. In fact, M-I divergence with a variable parameter can…

Information Theory · Computer Science 2024-04-08 Rui She , Shanyun Liu , Pingyi Fan

The recent explosion of interest in multimodal applications has resulted in a wide selection of datasets and methods for representing and integrating information from different modalities. Despite these empirical advances, there remain…

Mutual information (MI) is a fundamental quantity in information theory and machine learning. However, direct estimation of MI is intractable, even if the true joint probability density for the variables of interest is known, as it involves…

Machine Learning · Computer Science 2024-04-29 Rob Brekelmans , Sicong Huang , Marzyeh Ghassemi , Greg Ver Steeg , Roger Grosse , Alireza Makhzani

Motivation: Clustering is a frequently used concept in variety of bioinformatical applications. We present a new method for hierarchical clustering of data called mutual information clustering (MIC) algorithm. It uses mutual information…

Quantitative Methods · Quantitative Biology 2007-05-23 Alexander Kraskov , Harald Stögbauer , Ralph G. Andrzejak , Peter Grassberger

Information flow analysis is a powerful technique for reasoning about the sensitive information exposed by a program during its execution. While past work has proposed information theoretic metrics (e.g., Shannon entropy, min-entropy,…

Cryptography and Security · Computer Science 2010-09-22 Ji Zhu , Mudhakar Srivatsa

Information scrambling refers to the rapid spreading of initially localized information over an entire system, via the generation of global entanglement. This effect is usually detected by measuring a temporal decay of the out-of-time order…

Quantum Physics · Physics 2022-07-28 Joseph Harris , Bin Yan , Nikolai A. Sinitsyn

To fully characterize the information that two `source' variables carry about a third `target' variable, one must decompose the total information into redundant, unique and synergistic components, i.e. obtain a partial information…

Information Theory · Computer Science 2015-05-13 Adam B. Barrett
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