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Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

Information Theory · Computer Science 2014-07-29 Clive G. Bowsher , Margaritis Voliotis

Information distance is a parameter-free similarity measure based on compression, used in pattern recognition, data mining, phylogeny, clustering, and classification. The notion of information distance is extended from pairs to multiples…

Computer Vision and Pattern Recognition · Computer Science 2009-05-21 Paul M. B. Vitanyi

While Kolmogorov complexity is the accepted absolute measure of information content in an individual finite object, a similarly absolute notion is needed for the information distance between two individual objects, for example, two…

Information Theory · Computer Science 2010-06-18 Charles H. Bennett , Peter Gacs , Ming Li , Paul M. B. Vitanyi , Wojciech H. Zurek

Current discrete randomness and information conservation inequalities are over total recursive functions, i.e. restricted to deterministic processing. This restriction implies that an algorithm can break algorithmic randomness conservation…

Computational Complexity · Computer Science 2013-10-15 Samuel Epstein

Consider the following prediction problem. Assume that there is a block box that produces bits according to some unknown computable distribution on the binary tree. We know first $n$ bits $x_1 x_2 \ldots x_n$. We want to know the…

Information Theory · Computer Science 2023-08-25 Alexey Milovanov

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

Statistics Theory · Mathematics 2024-03-05 Rémy Degenne , Timothée Mathieu

The mutual information is bounded from above by a decreasing affine function of the square of the distance between the input distribution and the set of all capacity-achieving input distributions $\Pi_{\mathcal{A}}$, on small enough…

Information Theory · Computer Science 2025-04-24 Barış Nakiboğlu , Hao-Chung Cheng

We derive several efficiently computable converse bounds for quantum communication over quantum channels in both the one-shot and asymptotic regime. First, we derive one-shot semidefinite programming (SDP) converse bounds on the amount of…

Quantum Physics · Physics 2019-05-06 Xin Wang , Kun Fang , Runyao Duan

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

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

The analysis of scientific data and complex multivariate systems requires information quantities that capture relationships among multiple random variables. Recently, new information-theoretic measures have been developed to overcome the…

Machine Learning · Computer Science 2024-06-10 Mustapha Bounoua , Giulio Franzese , Pietro Michiardi

A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $n\geq k$ is close to a mixture…

Information Theory · Computer Science 2021-06-28 Lampros Gavalakis , Ioannis Kontoyiannis

The amount of information that can be accessed via measurement of a quantum system prepared in different states is limited by the Kholevo bound. We present a simple proof of this theorem and its extension to sequential measurements based on…

Quantum Physics · Physics 2007-05-23 N. J. Cerf , C. Adami

Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…

Machine Learning · Statistics 2018-06-05 Emilie Kaufmann , Wouter Koolen , Aurelien Garivier

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…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon

We derive independence tests by means of dependence measures thresholding in a semiparametric context. Precisely, estimates of phi-mutual informations, associated to phi-divergences between a joint distribution and the product distribution…

Statistics Theory · Mathematics 2015-08-20 Amor Keziou , Philippe Regnault

We present the concept of the \emph{information efficiency of functions} as a technique to understand the interaction between information and computation. Based on these results we identify a new class of objects that we call…

Computational Complexity · Computer Science 2019-04-09 P. W. Adriaans

We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

Statistics Theory · Mathematics 2020-10-16 Doron Cohen , Aryeh Kontorovich , Geoffrey Wolfer

We show that by taking into account randomness of realization of experimental contexts it is possible to construct common Kolmogorov space for data collected for these contexts, although they can be incompatible. We call such a construction…

Quantum Physics · Physics 2015-06-19 Andrei Khrennikov

In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst