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For any $n$-partite state $\rho_{A_{1}A_{2}\cdot\cdot\cdot A_{n}}$, we define its quantum mutual information matrix as an $n$ by $n$ matrix whose $(i,j)$-entry is given by quantum mutual information $I(\rho_{A_{i}A_{j}})$. Although each…

Quantum Physics · Physics 2014-10-28 Feng Liu , Fei Gao , Su-Juan Qin , Qiao-Yan Wen

Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

The mutual information of two random variables i and j with joint probabilities t_ij is commonly used in learning Bayesian nets as well as in many other fields. The chances t_ij are usually estimated by the empirical sampling frequency…

Artificial Intelligence · Computer Science 2007-07-13 Marcus Hutter

Mutual information I in infinite sequences (and in their finite prefixes) is essential in theoretical analysis of many situations. Yet its right definition has been elusive for a long time. I address it by generalizing Kolmogorov Complexity…

Computational Complexity · Computer Science 2021-08-03 Leonid A. Levin

Data from spectrophotometers form vectors of a large number of exploitable variables. Building quantitative models using these variables most often requires using a smaller set of variables than the initial one. Indeed, a too large number…

Machine Learning · Computer Science 2007-09-26 Fabrice Rossi , Amaury Lendasse , Damien François , Vincent Wertz , Michel Verleysen

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…

Machine Learning · Computer Science 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

We study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate the mutual information between the two random variables. The…

Statistics Theory · Mathematics 2018-12-31 Aleksandr Beknazaryan , Xin Dang , Hailin Sang

We investigate the sample complexity of mutual information and conditional mutual information testing. For conditional mutual information testing, given access to independent samples of a triple of random variables $(A, B, C)$ with unknown…

Data Structures and Algorithms · Computer Science 2025-06-05 Jan Seyfried , Sayantan Sen , Marco Tomamichel

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Alexander Soshnikov

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

The covariance matrix of random variables $X_1,\dots,X_n$ is said to have an intraclass covariance structure if the variances of all the $X_i$'s are the same and all the pairwise covariances of the $X_i$'s are the same. We provide a…

Statistics Theory · Mathematics 2022-10-05 Iosif Pinelis

Configurational information is generated when three or more sources of variance interact. The variations not only disturb each other relationally, but by selecting upon each other, they are also positioned in a configuration. A…

Physics and Society · Physics 2009-11-10 Loet Leydesdorff

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

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

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

Optimization and Control · Mathematics 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

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

Let $n$ be a positive integer and $X = [x_{ij}]_{1 \leq i, j \leq n}$ be an $n \times n$\linebreak \noindent sized matrix of independent random variables having joint uniform distribution $$\hbox{Pr} {x_{ij} = k \hbox{for} 1 \leq k \leq n}…

Discrete Mathematics · Computer Science 2011-04-25 Antal Iványi , Imre Kátai

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht
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