English
Related papers

Related papers: Mutual information matrices are not always positiv…

200 papers

Estimating Mutual Information (MI), a key measure of dependence of random quantities without specific modelling assumptions, is a challenging problem in high dimensions. We propose a novel mutual information estimator based on parametrizing…

Machine Learning · Statistics 2025-10-24 Haoran Ni , Martin Lotz

Let $X$, $Y$ be two correlated discrete random variables. We consider an estimation of $X$ from encoded data $\varphi(Y)$ of $Y$ by some encoder function $\varphi(Y)$. We derive an inequality describing a relation of the correct probability…

Information Theory · Computer Science 2018-12-26 Yasutada Oohama

A new expression as a certain asymptotic limit via "discrete micro-states" of permutations is provided to the mutual information of both continuous and discrete random variables.

Probability · Mathematics 2007-05-23 F. Hiai , D. Petz

The pointwise mutual information profile, or simply profile, is the distribution of pointwise mutual information for a given pair of random variables. One of its important properties is that its expected value is precisely the mutual…

Machine Learning · Statistics 2024-05-30 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

For several styles of fidelity constraints -- guaranteed distortion, conditional excess distortion, excess distortion -- we show mutual information upper bounds on the minimum expected description length needed to represent a random…

Information Theory · Computer Science 2026-02-10 Victoria Kostina

Results regarding probable bifurcations from fixed points are presented in the context of general dynamical systems (real, random matrices), time-delay dynamical systems (companion matrices), and a set of mappings known for their properties…

Chaotic Dynamics · Physics 2009-11-11 D. J. Albers , J. C. Sprott

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

We propose learning discrete structured representations from unlabeled data by maximizing the mutual information between a structured latent variable and a target variable. Calculating mutual information is intractable in this setting. Our…

Machine Learning · Computer Science 2020-07-17 Karl Stratos , Sam Wiseman

We consider the problem of decomposing the total mutual information conveyed by a pair of predictor random variables about a target random variable into redundant, unique and synergistic contributions. We focus on the relationship between…

Information Theory · Computer Science 2015-09-15 Pradeep Kr. Banerjee , Virgil Griffith

Corresponding to $n$ independent non-negative random variables $X_1,...,X_n$, are values $M_1,...,M_n$, where each $M_i$ is the expected value of the maximum of $n$ independent copies of $X_i$. We obtain an upper bound to the expected value…

Probability · Mathematics 2008-05-06 Kais Hamza , Peter Jagers , Aidan Sudbury , Daniel Tokarev

We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…

Probability · Mathematics 2021-04-14 Anders Aamand , Noga Alon , Jakob Bæk Tejs Knudsen , Mikkel Thorup

Mutual information is a general statistical dependency measure which has found applications in representation learning, causality, domain generalization and computational biology. However, mutual information estimators are typically…

Machine Learning · Statistics 2023-10-17 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

In this article we consider products of real random matrices with fixed size. Let $A_1,A_2, \dots $ be i.i.d $k \times k$ real matrices, whose entries are independent and identically distributed from probability measure $\mu$. Let $X_n =…

Probability · Mathematics 2017-01-19 Tulasi Ram Reddy

Barlow (1985) hypothesized that the co-occurrence of two events $A$ and $B$ is "suspicious" if $P(A,B) \gg P(A) P(B)$. We first review classical measures of association for $2 \times 2$ contingency tables, including Yule's $Y$ (Yule, 1912),…

Machine Learning · Computer Science 2023-03-03 Christopher K. I. Williams

We consider a symmetric matrix, the entries of which depend linearly on some parameters. The domains of the parameters are compact real intervals. We investigate the problem of checking whether for each (or some) setting of the parameters,…

Numerical Analysis · Computer Science 2019-05-28 Milan Hladík

We characterize mutual information as the unique map on ordered pairs of random variables satisfying a set of axioms similar to those of Faddeev's characterization of the Shannon entropy. There is a new axiom in our characterization however…

Information Theory · Computer Science 2022-11-30 James Fullwood

Mutual Information (MI) is an useful tool for the recognition of mutual dependence berween data sets. Differen methods for the estimation of MI have been developed when both data sets are discrete or when both data sets are continuous. The…

Applications · Statistics 2017-08-30 Miguel A. Ré , Guillermo G. Aguirre Varela

We study conditional mutual information (cMI) between a pair of variables $X,Y$ given a third one $Z$ and derived quantities including transfer entropy (TE) and causation entropy (CE) in the dynamically relevant context where $X=T(Y,Z)$ is…

Dynamical Systems · Mathematics 2025-03-27 Zheng Bian , Erik M. Bollt

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

In distributional semantics, the pointwise mutual information ($\mathit{PMI}$) weighting of the cooccurrence matrix performs far better than raw counts. There is, however, an issue with unobserved pair cooccurrences as $\mathit{PMI}$ goes…

Computation and Language · Computer Science 2019-08-20 Alexandre Salle , Aline Villavicencio