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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

The identification of relevant features, i.e., the driving variables that determine a process or the properties of a system, is an essential part of the analysis of data sets with a large number of variables. A mathematical rigorous…

Machine Learning · Statistics 2022-08-02 Benjamin Regler , Matthias Scheffler , Luca M. Ghiringhelli

Estimation of information theoretic quantities such as mutual information and its conditional variant has drawn interest in recent times owing to their multifaceted applications. Newly proposed neural estimators for these quantities have…

Machine Learning · Computer Science 2020-07-24 Arnab Kumar Mondal , Arnab Bhattacharya , Sudipto Mukherjee , Prathosh AP , Sreeram Kannan , Himanshu Asnani

Fields like public health, public policy, and social science often want to quantify the degree of dependence between variables whose relationships take on unknown functional forms. Typically, in fact, researchers in these fields are…

Statistics Theory · Mathematics 2019-12-10 Octavio César Mesner , Cosma Rohilla Shalizi

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…

Machine Learning · Computer Science 2020-12-01 Ruizhi Liao , Daniel Moyer , Polina Golland , William M. Wells

The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric…

Information Theory · Computer Science 2018-11-26 Morteza Noshad , Yu Zeng , Alfred O. Hero

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

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

Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for…

Machine Learning · Statistics 2025-08-18 El Mahdi Khribch , Pierre Alquier

Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…

Machine Learning · Computer Science 2019-06-10 Sudipto Mukherjee , Himanshu Asnani , Sreeram Kannan

Renormalization is an essential technique in field-theoretic descriptions of natural phenomena, where the absence of a UV-complete description yields an abundance of divergent quantities. While the renormalization prescription has been…

High Energy Physics - Theory · Physics 2025-11-14 Brenden Bowen , Albert Farah , Spasen Chaykov , Nishant Agarwal

We establish a precise connection between statistical significance in dependence testing and information-theoretic dependence as quantified by Shannon mutual information (MI). In the absence of prior distributional information, we consider…

Statistics Theory · Mathematics 2026-02-02 Tsutomu Mori , Takashi Kawamura

This article proposes a new method to estimate an existing mutual information based dependence measure using histogram density estimates. Finding a suitable bin length for histogram is an open problem. We propose a new way of computing the…

Information Theory · Computer Science 2015-09-15 Namita Jain , C. A. Murthy

Partial information decomposition (PID) of the multivariate mutual information describes the distinct ways in which a set of source variables contains information about a target variable. The groundbreaking work of Williams and Beer has…

Information Theory · Computer Science 2021-03-31 Abdullah Makkeh , Aaron J. Gutknecht , Michael Wibral

We conclusively show that the entanglement- and the mutual information-based measures of quantum non-Markovianity are inequivalent. To this aim, we first analytically solve the optimization problem in the definition of the…

Quantum Physics · Physics 2016-09-07 Alaor Cervati Neto , Göktuğ Karpat , Felipe Fernandes Fanchini

The information theoretic quantity known as mutual information finds wide use in classification and community detection analyses to compare two classifications of the same set of objects into groups. In the context of classification…

Social and Information Networks · Computer Science 2020-04-29 M. E. J. Newman , George T. Cantwell , Jean-Gabriel Young

Recently, the importance of analysing data and collecting valuable insight efficiently has been increasing in various fields. Estimating mutual information (MI) plays a critical role to investigate the relationship among multiple random…

Quantum Physics · Physics 2025-03-10 Yota Maeda , Hideaki Kawaguchi , Hiroyuki Tezuka

Most work in algorithmic fairness to date has focused on discrete outcomes, such as deciding whether to grant someone a loan or not. In these classification settings, group fairness criteria such as independence, separation and sufficiency…

Machine Learning · Computer Science 2020-02-18 Daniel Steinberg , Alistair Reid , Simon O'Callaghan , Finnian Lattimore , Lachlan McCalman , Tiberio Caetano

Sliced mutual information (SMI) is defined as an average of mutual information (MI) terms between one-dimensional random projections of the random variables. It serves as a surrogate measure of dependence to classic MI that preserves many…

Information Theory · Computer Science 2022-10-18 Ziv Goldfeld , Kristjan Greenewald , Theshani Nuradha , Galen Reeves

Total correlation (TC) is a fundamental concept in information theory that measures statistical dependency among multiple random variables. Recently, TC has shown noticeable effectiveness as a regularizer in many learning tasks, where the…

Information Theory · Computer Science 2023-02-23 Ke Bai , Pengyu Cheng , Weituo Hao , Ricardo Henao , Lawrence Carin