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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

The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of…

Information Theory · Computer Science 2016-11-17 Yanjun Han , Or Ordentlich , Ofer Shayevitz

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

Mutual information is an important measure of the dependence among variables. It has become widely used in statistics, machine learning, biology, etc. However, the standard techniques for estimating it often perform poorly in higher…

Data Analysis, Statistics and Probability · Physics 2023-09-18 Nick Carrara , Jesse Ernst

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

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

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

Mutual information has many applications in image alignment and matching, mainly due to its ability to measure the statistical dependence between two images, even if the two images are from different modalities (e.g., CT and MRI). It…

Computer Vision and Pattern Recognition · Computer Science 2024-07-11 Jiecheng Liao , Junhao Lu , Jeff Ji , Jiacheng He

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

The presence of mutual information in the research of deep learning has grown significantly. It has been proven that mutual information can be a good objective function to build a robust deep learning model. Most of the researches utilize…

Information Theory · Computer Science 2021-06-29 Marshal Arijona Sinaga

In this paper a numerical method is presented, which finds a lower bound for the mutual information between a binary and an arbitrary finite random variable with joint distributions that have a variational distance not greater than a known…

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

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

Mutual Information is the metric that is used to perform link adaptation, which allows to achieve rates near capacity. The computation of adaptive transmission modes is achieved by employing the mapping between the Signal to Noise Ratio and…

Signal Processing · Electrical Eng. & Systems 2018-07-26 Pol Henarejos , Ana Pérez-Neira , Anxo Tato , Carlos Mosquera

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

We consider the problem of estimating mutual information between dependent data, an important problem in many science and engineering applications. We propose a data-driven, non-parametric estimator of mutual information in this paper. The…

Information Theory · Computer Science 2017-03-08 Rakesh Malladi , Don H Johnson , Behnaam Aazhang

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

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

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

We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…

Data Analysis, Statistics and Probability · Physics 2013-05-29 David V. Foster , Peter Grassberger