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We derive a well-defined renormalized version of mutual information that allows to estimate the dependence between continuous random variables in the important case when one is deterministically dependent on the other. This is the situation…

Machine Learning · Computer Science 2021-05-26 Leopoldo Sarra , Andrea Aiello , Florian Marquardt

Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

We propose a fully data-driven approach to designing mutual information (MI) estimators. Since any MI estimator is a function of the observed sample from two random variables, we parameterize this function with a neural network (MIST) and…

Machine Learning · Computer Science 2026-02-24 German Gritsai , Megan Richards , Maxime Méloux , Kyunghyun Cho , Maxime Peyrard

Estimating the strength of dependency between two variables is fundamental for exploratory analysis and many other applications in data mining. For example: non-linear dependencies between two continuous variables can be explored with the…

Machine Learning · Statistics 2016-01-21 Simone Romano , Nguyen Xuan Vinh , James Bailey , Karin Verspoor

While the linear Pearson correlation coefficient represents a well-established normalized measure to quantify the interrelation of two stochastic variables $X$ and $Y$, it fails for multidimensional variables such as Cartesian coordinates.…

Data Analysis, Statistics and Probability · Physics 2024-09-19 Daniel Nagel , Georg Diez , Gerhard Stock

We offer a new approach to the information decomposition problem in information theory: given a 'target' random variable co-distributed with multiple 'source' variables, how can we decompose the mutual information into a sum of non-negative…

Information Theory · Computer Science 2019-10-15 Nihat Ay , Daniel Polani , Nathaniel Virgo

A computational framework utilizes the traditional similarity measures for mining the significant relationships in biological annotations is recently proposed by Tatiana V. Karpinets et al. [2]. In this paper, an improved approximation…

Databases · Computer Science 2015-07-21 Shuliang Wang , Yiping Zhao

Describing statistical dependencies is foundational to empirical scientific research. For uncovering intricate and possibly non-linear dependencies between a single target variable and several source variables within a system, a principled…

Information Theory · Computer Science 2024-03-28 David A. Ehrlich , Kyle Schick-Poland , Abdullah Makkeh , Felix Lanfermann , Patricia Wollstadt , Michael Wibral

Because of the kinematic reversibility of the Stokes equation, fluid mixing at the microscale requires an interplay between advection and diffusion. Here we introduce mutual information between particle positions before and after mixing as…

Fluid Dynamics · Physics 2024-06-04 Yihong Shi , Ramin Golestanian , Andrej Vilfan

The conditional mutual information I(X;Y|Z) measures the average information that X and Y contain about each other given Z. This is an important primitive in many learning problems including conditional independence testing, graphical model…

Information Theory · Computer Science 2017-10-16 Arman Rahimzamani , Sreeram Kannan

In this paper, we propose a new measure for the freshness of information, which uses the mutual information between the real-time source value and the delivered samples at the receiver to quantify the freshness of the information contained…

Information Theory · Computer Science 2018-06-19 Yin Sun , Benjamin Cyr

Hypothesis testing is a statistical inference framework for determining the true distribution among a set of possible distributions for a given dataset. Privacy restrictions may require the curator of the data or the respondents themselves…

Information Theory · Computer Science 2017-04-28 Jiachun Liao , Lalitha Sankar , Vincent Y. F. Tan , Flavio P. Calmon

A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model…

Methodology · Statistics 2024-04-22 Sahil Bhola , Karthik Duraisamy

Multivariate pattern analyses approaches in neuroimaging are fundamentally concerned with investigating the quantity and type of information processed by various regions of the human brain; typically, estimates of classification accuracy…

Machine Learning · Statistics 2016-10-11 Charles Y. Zheng , Yuval Benjamini

In this paper, we study measures of quantum non-Markovianity based on the conditional mutual information. We obtain such measures by considering multiple parts of the total environment such that the conditional mutual information can be…

Quantum Physics · Physics 2021-09-15 Zhiqiang Huang , Xiao-Kan Guo

This work uses an information-based methodology to infer the connectivity of complex systems from observed time-series data. We first derive analytically an expression for the Mutual Information Rate (MIR), namely, the amount of information…

Chaotic Dynamics · Physics 2016-05-04 E. Bianco-Martinez , N. Rubido , Ch. G. Antonopoulos , M. S. Baptista

We postulate the existence of a universal uncertainty relation between the quantum and classical mutual informations between pairs of quantum systems. Specifically, we propose that the sum of the classical mutual information, determined by…

Quantum Physics · Physics 2014-12-18 James Schneeloch , Curtis J. Broadbent , John C. Howell

We introduce the Mutual Information Machine (MIM), a probabilistic auto-encoder for learning joint distributions over observations and latent variables. MIM reflects three design principles: 1) low divergence, to encourage the encoder and…

Machine Learning · Computer Science 2020-02-24 Micha Livne , Kevin Swersky , David J. Fleet

Comparing the ranking of candidates by different voters is an important topic in social and information science with a high relevance from the point of view of practical applications. In general, ties and pairs of incomparable candidates…

Applications · Statistics 2016-01-25 Gergely Tibély , Péter Pollner , Gergely Palla

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

Machine Learning · Computer Science 2022-06-08 Giulio Isacchini , Natanael Spisak , Armita Nourmohammad , Thierry Mora , Aleksandra M. Walczak