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We address the practical problems of estimating the information relations that characterize large networks. Building on methods developed for analysis of the neural code, we show that reliable estimates of mutual information can be obtained…

Information Theory · Computer Science 2007-07-13 Noam Slonim , Gurinder S. Atwal , Gasper Tkacik , William Bialek

We studied the mutual information between a stimulus and a large system consisting of stochastic, statistically independent elements that respond to a stimulus. The Mutual Information (MI) of the system saturates exponentially with system…

Statistical Mechanics · Physics 2009-11-07 Kukjin Kang , Haim Sompolinsky

While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their…

Data Analysis, Statistics and Probability · Physics 2015-07-15 Jakob Runge , Jobst Heitzig , Norbert Marwan , Jürgen Kurths

Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…

Statistics Theory · Mathematics 2026-05-15 Jingtian Bai , Xinge Jessie Jeng

The following problem is considered: given a joint distribution $P_{XY}$ and an event $E$, bound $P_{XY}(E)$ in terms of $P_XP_Y(E)$ (where $P_XP_Y$ is the product of the marginals of $P_{XY}$) and a measure of dependence of $X$ and $Y$.…

Information Theory · Computer Science 2019-03-12 Ibrahim Issa , Amedeo Roberto Esposito , Michael Gastpar

Deep nonlinear models pose a challenge for fitting parameters due to lack of knowledge of the hidden layer and the potentially non-affine relation of the initial and observed layers. In the present work we investigate the use of information…

Optimization and Control · Mathematics 2016-12-20 Jacob S. Hunter , Nathan O. Hodas

A game is introduced to study the effect of privacy in strategic communication between well-informed senders and a receiver. The receiver wants to accurately estimate a random variable. The sender, however, wants to communicate a message…

Computer Science and Game Theory · Computer Science 2015-09-21 Farhad Farokhi , Girish Nair

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…

Machine Learning · Computer Science 2024-05-16 Giulio Franzese , Mustapha Bounoua , Pietro Michiardi

Mutual information (MI) is a general measure of statistical dependence with widespread application across the sciences. However, estimating MI between multi-dimensional variables is challenging because the number of samples necessary to…

Quantitative Methods · Quantitative Biology 2025-03-06 Gokul Gowri , Xiao-Kang Lun , Allon M. Klein , Peng Yin

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the…

Machine Learning · Computer Science 2020-08-06 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

The ability to compress observational data and accurately estimate physical parameters relies heavily on informative summary statistics. In this paper, we introduce the use of mutual information (MI) as a means of evaluating the quality of…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-12 Ce Sui , Xiaosheng Zhao , Tao Jing , Yi Mao

Mutual information (MI) is an information-theoretic measure of dependency between two random variables. Several methods to estimate MI, from samples of two random variables with unknown underlying probability distributions have been…

Machine Learning · Computer Science 2020-11-18 P Aditya Sreekar , Ujjwal Tiwari , Anoop Namboodiri

We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, $k$-nearest neighbors and kernels, and focus on optimal selection of their free parameters. We examine the consistency…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Angeliki Papana , Dimitris Kugiumtzis

Since its inception, the neural estimation of mutual information (MI) has demonstrated the empirical success of modeling expected dependency between high-dimensional random variables. However, MI is an aggregate statistic and cannot be used…

Machine Learning · Computer Science 2020-10-16 Yao-Hung Hubert Tsai , Han Zhao , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

The information-theoretic framework of Russo and J. Zou (2016) and Xu and Raginsky (2017) provides bounds on the generalization error of a learning algorithm in terms of the mutual information between the algorithm's output and the training…

Machine Learning · Statistics 2020-10-26 Mahdi Haghifam , Jeffrey Negrea , Ashish Khisti , Daniel M. Roy , Gintare Karolina Dziugaite

While the quantum mutual information is a fundamental measure of quantum information, it is only defined for spacelike-separated quantum systems. Such a limitation is not present in the theory of classical information, where the mutual…

Quantum Physics · Physics 2024-10-04 James Fullwood , Zhen Wu , Arthur J. Parzygnat , Vlatko Vedral

Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

Methodology · Statistics 2025-08-13 Brian Knaeble , R Mitchell Hughes

Tensor networks have emerged as promising tools for machine learning, inspired by their widespread use as variational ansatze in quantum many-body physics. It is well known that the success of a given tensor network ansatz depends in part…

Quantum Physics · Physics 2022-03-02 Ian Convy , William Huggins , Haoran Liao , K. Birgitta Whaley

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
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