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Estimating the mutual information from samples from a joint distribution is a challenging problem in both science and engineering. In this work, we realize a variational bound that generalizes both discriminative and generative approaches.…

Machine Learning · Statistics 2023-06-05 Marco Federici , David Ruhe , Patrick Forré

The extraction of a physical law y=yo(x) from joint experimental data about x and y is treated. The joint, the marginal and the conditional probability density functions (PDF) are expressed by given data over an estimator whose kernel is…

Data Analysis, Statistics and Probability · Physics 2007-10-10 I. Grabec

Reconstructing the structural connectivity between interacting units from observed activity is a challenge across many different disciplines. The fundamental first step is to establish whether or to what extent the interactions between the…

Neurons and Cognition · Quantitative Biology 2016-11-02 Elliot A. Martin , Jaroslav Hlinka , Jörn Davidsen

It has been known for a long time that the mutual information between the input sequence and output of a binary symmetric channel (BSC) is upper bounded by the mutual information between the same input sequence and the output of a binary…

Information Theory · Computer Science 2024-01-29 Uri Erez , Or Ordentlich , Shlomo Shamai

Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…

Computation · Statistics 2021-08-21 Luai Al-Labadi , Forough Fazeli-Asl , Zahra Saberi

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 network science, researchers often use mutual information to understand the difference between network partitions produced by community detection methods. Here we extend the use of mutual information to covers, that is, the cases where a…

Mathematical Physics · Physics 2012-02-03 Alcides Viamontes Esquivel , Martin Rosvall

We provide a mutual information lower bound that can be used to analyze the effect of training in models with unknown parameters. For large-scale systems, we show that this bound can be calculated using the difference between two…

Information Theory · Computer Science 2021-08-21 Xiangbo Meng , Kang Gao , Bertrand M. Hochwald

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

This paper examines how an event from one random variable provides pointwise mutual information about an event from another variable via probability mass exclusions. We start by introducing probability mass diagrams, which provide a visual…

Information Theory · Computer Science 2018-11-14 Conor Finn , Joseph T Lizier

Estimating mutual information (MI) between two continuous random variables $X$ and $Y$ allows to capture non-linear dependencies between them, non-parametrically. As such, MI estimation lies at the core of many data science applications.…

Information Theory · Computer Science 2022-01-19 Alexander Marx , Jonas Fischer

The inverse relation between mutual information (MI) and Bayesian error is sharpened by deriving finite sequences of upper and lower bounds on MI in terms of the minimum probability of error (MPE) and related Bayesian quantities. The well…

Information Theory · Computer Science 2014-09-24 Sudhakar Prasad

One of the main notions of information theory is the notion of mutual information in two messages (two random variables in Shannon information theory or two binary strings in algorithmic information theory). The mutual information in $x$…

Information Theory · Computer Science 2012-06-19 Ilya Razenshteyn

This paper is concerned with factor of i.i.d. processes on the $d$-regular tree for $d \geq 3$. We study the mutual information of the values on two given vertices. If the vertices are neighbors (i.e., their distance is $1$), then a known…

Probability · Mathematics 2017-07-25 Balázs Gerencsér , Viktor Harangi

In this paper we establish lower bounds on information divergence from a distribution to certain important classes of distributions as Gaussian, exponential, Gamma, Poisson, geometric, and binomial. These lower bounds are tight and for…

Information Theory · Computer Science 2011-02-15 Peter Harremoës , Christophe Vignat

We revisit the distributed hypothesis testing (or hypothesis testing with communication constraints) problem from the viewpoint of privacy. Instead of observing the raw data directly, the transmitter observes a sanitized or randomized…

Information Theory · Computer Science 2019-06-26 Atefeh Gilani , Selma Belhadj Amor , Sadaf Salehkalaibar , Vincent Y. F. Tan

We derive general upper bounds to pointwise mutual information in terms of stochastic Fisher information and show these bounds average to known results in the literature for bounds to mutual information in terms of Fisher information. These…

Quantum Physics · Physics 2026-05-22 Pedro B. Melo

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

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

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