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In exploratory data analysis, we are often interested in identifying promising pairwise associations for further analysis while filtering out weaker, less interesting ones. This can be accomplished by computing a measure of dependence on…

Methodology · Statistics 2018-03-28 David N. Reshef , Yakir A. Reshef , Pardis C. Sabeti , Michael M. Mitzenmacher

Independent component analysis (ICA) is a widespread data exploration technique, where observed signals are modeled as linear mixtures of independent components. From a machine learning point of view, it amounts to a matrix factorization…

Machine Learning · Statistics 2019-05-28 Pierre Ablin , Alexandre Gramfort , Jean-François Cardoso , Francis Bach

This paper introduces Kernel-based Information Criterion (KIC) for model selection in regression analysis. The novel kernel-based complexity measure in KIC efficiently computes the interdependency between parameters of the model using a…

Machine Learning · Statistics 2014-12-16 Somayeh Danafar , Kenji Fukumizu , Faustino Gomez

We suggest a dependence coefficient between a categorical variable and some general variable taking values in a metric space. We derive important theoretical properties and study the large sample behaviour of our suggested estimator.…

Statistics Theory · Mathematics 2025-10-03 Siegfried Hörmann , Daniel Strenger-Galvis

This document discusses the Information Theoretically Efficient Model (ITEM), a computerized system to generate an information theoretically efficient multinomial logistic regression from a general dataset. More specifically, this model is…

Machine Learning · Computer Science 2014-11-05 Tyler Ward

The integration and transfer of information from multiple sources to multiple targets is a core motive of neural systems. The emerging field of partial information decomposition (PID) provides a novel information-theoretic lens into these…

Information Theory · Computer Science 2021-10-28 Ari Pakman , Amin Nejatbakhsh , Dar Gilboa , Abdullah Makkeh , Luca Mazzucato , Michael Wibral , Elad Schneidman

We initiate an investigation how the fundamental concept of independence can be represented effectively in the presence of incomplete information in relational databases. The concepts of possible and certain independence are proposed, and…

Databases · Computer Science 2025-10-10 Miika Hannula , Minna Hirvonen , Juha Kontinen , Sebastian Link

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

Distributed computation in artificial life and complex systems is often described in terms of component operations on information: information storage, transfer and modification. Information modification remains poorly described however,…

Information Theory · Computer Science 2013-10-10 Joseph T. Lizier , Benjamin Flecker , Paul L. Williams

We propose a coefficient of conditional dependence between two random variables $Y$ and $Z$ given a set of other variables $X_1,\ldots,X_p$, based on an i.i.d. sample. The coefficient has a long list of desirable properties, the most…

Statistics Theory · Mathematics 2021-03-30 Mona Azadkia , Sourav Chatterjee

Entropy governs molecular self-assembly, phase transitions, and material stability, yet remains challenging to quantify and directly control in molecular systems. Here, we demonstrate that the computable information density (CID), a data…

Statistical Mechanics · Physics 2026-02-27 Ashley Z. Guo , Kaelyn Chang , Nicholas J. Corrente

The identification of relevant features, i.e., the driving variables that determine a process or the properties of a system, is an essential part of the analysis of data sets with a large number of variables. A mathematical rigorous…

Machine Learning · Statistics 2022-08-02 Benjamin Regler , Matthias Scheffler , Luca M. Ghiringhelli

During the past decades, to study high-dimensional data in a large variety of problems, researchers have proposed many Feature Extraction algorithms. One of the most effective approaches for optimal feature extraction is based on mutual…

Machine Learning · Computer Science 2012-07-17 Ali Shadvar

We derive independence tests by means of dependence measures thresholding in a semiparametric context. Precisely, estimates of phi-mutual informations, associated to phi-divergences between a joint distribution and the product distribution…

Statistics Theory · Mathematics 2015-08-20 Amor Keziou , Philippe Regnault

While Kolmogorov complexity is the accepted absolute measure of information content in an individual finite object, a similarly absolute notion is needed for the information distance between two individual objects, for example, two…

Information Theory · Computer Science 2010-06-18 Charles H. Bennett , Peter Gacs , Ming Li , Paul M. B. Vitanyi , Wojciech H. Zurek

The concept of information has emerged as a language in its own right, bridging several disciplines that analyze natural phenomena and man-made systems. Integrated information has been introduced as a metric to quantify the amount of…

Neurons and Cognition · Quantitative Biology 2019-06-10 Alberto Hernández-Espinosa , Héctor Zenil , Narsis A. Kiani , Jesper Tegnér

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Optimization and Control · Mathematics 2022-08-24 Phebe Vayanos , Angelos Georghiou , Han Yu

We establish a precise connection between statistical significance in dependence testing and information-theoretic dependence as quantified by Shannon mutual information (MI). In the absence of prior distributional information, we consider…

Statistics Theory · Mathematics 2026-02-02 Tsutomu Mori , Takashi Kawamura

For years, independence has been considered as an important concept in many disciplines. Nevertheless, we present the first research that investigates the discovery problem of independence in data. In its arguably simplest form,…

Databases · Computer Science 2021-01-08 Miika Hannula , Bor-Kuan Song , Sebastian Link

Motivation: Clustering is a frequently used concept in variety of bioinformatical applications. We present a new method for hierarchical clustering of data called mutual information clustering (MIC) algorithm. It uses mutual information…

Quantitative Methods · Quantitative Biology 2007-05-23 Alexander Kraskov , Harald Stögbauer , Ralph G. Andrzejak , Peter Grassberger